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 | 0,99% | 1,60 CHF | 1,61 CHF | 112 000 | 112 000 | 50 055 | 50 055 | 80 014 CHF | 80 672 CHF | 99,88% | 99,88% |
14/08/2024 | 0,89% | 1,74 CHF | 1,75 CHF | 118 000 | 118 000 | 53 611 | 53 611 | 93 275 CHF | 93 971 CHF | 99,27% | 99,27% |
13/08/2024 | 0,55% | 1,72 CHF | 1,73 CHF | 118 000 | 118 000 | 54 649 | 54 649 | 100 445 CHF | 100 993 CHF | 100,00% | 100,00% |
12/08/2024 | 0,54% | 1,90 CHF | 1,91 CHF | 124 000 | 124 000 | 55 517 | 55 517 | 105 589 CHF | 106 147 CHF | 99,04% | 99,04% |
09/08/2024 | 0,53% | 1,92 CHF | 1,93 CHF | 126 000 | 126 000 | 56 000 | 56 000 | 107 025 CHF | 107 586 CHF | 99,89% | 99,89% |
08/08/2024 | 0,52% | 1,94 CHF | 1,95 CHF | 126 000 | 126 000 | 56 882 | 56 882 | 110 585 CHF | 111 155 CHF | 99,94% | 99,94% |
07/08/2024 | 0,52% | 1,91 CHF | 1,92 CHF | 124 000 | 124 000 | 56 907 | 56 907 | 110 093 CHF | 110 663 CHF | 99,98% | 99,98% |
06/08/2024 | 0,59% | 1,93 CHF | 1,94 CHF | 128 000 | 128 000 | 58 203 | 58 203 | 114 070 CHF | 114 698 CHF | 99,82% | 99,82% |
02/08/2024 | 0,52% | 1,95 CHF | 1,96 CHF | 128 000 | 128 000 | 57 016 | 57 016 | 111 973 CHF | 112 546 CHF | 99,92% | 99,92% |
30/07/2024 | 0,52% | 1,97 CHF | 1,98 CHF | 122 000 | 122 000 | 54 867 | 54 867 | 107 982 CHF | 108 532 CHF | 99,90% | 99,90% |