Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
15/08/2024 | 1,47% | 1,08 CHF | 1,09 CHF | 112 000 | 112 000 | 50 058 | 50 058 | 53 689 CHF | 54 347 CHF | 99,89% | 99,89% |
14/08/2024 | 1,27% | 1,21 CHF | 1,22 CHF | 118 000 | 118 000 | 53 605 | 53 605 | 65 264 CHF | 65 960 CHF | 99,26% | 99,26% |
13/08/2024 | 0,76% | 1,20 CHF | 1,21 CHF | 118 000 | 118 000 | 54 649 | 54 649 | 71 778 CHF | 72 326 CHF | 100,00% | 100,00% |
12/08/2024 | 0,74% | 1,38 CHF | 1,39 CHF | 124 000 | 124 000 | 55 522 | 55 522 | 76 378 CHF | 76 935 CHF | 99,03% | 99,03% |
09/08/2024 | 0,73% | 1,40 CHF | 1,41 CHF | 126 000 | 126 000 | 56 002 | 56 002 | 77 772 CHF | 78 333 CHF | 99,89% | 99,89% |
08/08/2024 | 0,71% | 1,42 CHF | 1,43 CHF | 126 000 | 126 000 | 56 857 | 56 857 | 80 924 CHF | 81 493 CHF | 99,91% | 99,91% |
07/08/2024 | 0,72% | 1,39 CHF | 1,40 CHF | 124 000 | 124 000 | 56 901 | 56 901 | 80 446 CHF | 81 016 CHF | 99,97% | 99,97% |
06/08/2024 | 0,79% | 1,41 CHF | 1,42 CHF | 128 000 | 128 000 | 58 205 | 58 205 | 84 074 CHF | 84 702 CHF | 99,81% | 99,81% |
02/08/2024 | 0,71% | 1,43 CHF | 1,44 CHF | 128 000 | 128 000 | 57 015 | 57 015 | 82 088 CHF | 82 661 CHF | 99,92% | 99,92% |
30/07/2024 | 0,71% | 1,43 CHF | 1,44 CHF | 122 000 | 122 000 | 54 868 | 54 868 | 78 558 CHF | 79 108 CHF | 99,90% | 99,90% |