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 | 1,14% | 1,39 CHF | 1,40 CHF | 112 000 | 112 000 | 50 062 | 50 062 | 69 439 CHF | 70 097 CHF | 99,89% | 99,89% |
14/08/2024 | 1,01% | 1,53 CHF | 1,54 CHF | 118 000 | 118 000 | 53 617 | 53 617 | 82 049 CHF | 82 745 CHF | 99,27% | 99,27% |
13/08/2024 | 0,61% | 1,51 CHF | 1,52 CHF | 118 000 | 118 000 | 54 650 | 54 650 | 89 015 CHF | 89 562 CHF | 100,00% | 100,00% |
12/08/2024 | 0,60% | 1,69 CHF | 1,70 CHF | 124 000 | 124 000 | 55 513 | 55 513 | 93 928 CHF | 94 485 CHF | 99,03% | 99,03% |
09/08/2024 | 0,60% | 1,71 CHF | 1,72 CHF | 126 000 | 126 000 | 56 000 | 56 000 | 95 376 CHF | 95 937 CHF | 99,89% | 99,89% |
08/08/2024 | 0,58% | 1,73 CHF | 1,74 CHF | 126 000 | 126 000 | 56 880 | 56 880 | 98 779 CHF | 99 349 CHF | 99,94% | 99,94% |
07/08/2024 | 0,59% | 1,70 CHF | 1,71 CHF | 124 000 | 124 000 | 56 911 | 56 911 | 98 253 CHF | 98 823 CHF | 99,99% | 99,99% |
06/08/2024 | 0,65% | 1,72 CHF | 1,73 CHF | 128 000 | 128 000 | 58 197 | 58 197 | 102 141 CHF | 102 769 CHF | 99,80% | 99,80% |
02/08/2024 | 0,58% | 1,74 CHF | 1,75 CHF | 128 000 | 128 000 | 57 007 | 57 007 | 100 081 CHF | 100 653 CHF | 99,91% | 99,91% |
30/07/2024 | 0,58% | 1,76 CHF | 1,77 CHF | 122 000 | 122 000 | 54 867 | 54 867 | 96 254 CHF | 96 804 CHF | 99,90% | 99,90% |