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 | 1,58% | 0,62 CHF | 0,63 CHF | 89 000 | 89 000 | 40 294 | 40 294 | 25 635 CHF | 26 039 CHF | 99,89% | 99,89% |
14/08/2024 | 1,53% | 0,66 CHF | 0,67 CHF | 91 000 | 91 000 | 41 061 | 41 061 | 27 176 CHF | 27 587 CHF | 99,27% | 99,27% |
13/08/2024 | 1,47% | 0,68 CHF | 0,69 CHF | 91 000 | 91 000 | 41 071 | 41 071 | 28 325 CHF | 28 736 CHF | 100,00% | 100,00% |
12/08/2024 | 1,51% | 0,68 CHF | 0,69 CHF | 91 000 | 91 000 | 40 864 | 40 864 | 27 736 CHF | 28 147 CHF | 99,14% | 99,14% |
09/08/2024 | 1,53% | 0,66 CHF | 0,67 CHF | 91 000 | 91 000 | 41 000 | 41 000 | 27 268 CHF | 27 679 CHF | 99,90% | 99,90% |
08/08/2024 | 1,35% | 0,70 CHF | 0,71 CHF | 91 000 | 91 000 | 41 770 | 41 770 | 30 778 CHF | 31 197 CHF | 99,93% | 99,93% |
07/08/2024 | 1,37% | 0,72 CHF | 0,73 CHF | 92 000 | 92 000 | 41 790 | 41 790 | 30 866 CHF | 31 285 CHF | 100,00% | 100,00% |
06/08/2024 | 1,43% | 0,77 CHF | 0,78 CHF | 95 000 | 95 000 | 42 861 | 42 861 | 34 029 CHF | 34 491 CHF | 99,96% | 99,96% |
02/08/2024 | 2,39% | 0,78 CHF | 0,79 CHF | 94 000 | 94 000 | 41 269 | 41 269 | 31 272 CHF | 31 897 CHF | 99,95% | 99,95% |
30/07/2024 | 2,51% | 0,72 CHF | 0,73 CHF | 89 000 | 89 000 | 40 213 | 40 213 | 28 418 CHF | 29 029 CHF | 99,90% | 99,90% |