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 | 0,70% | 1,49 CHF | 1,50 CHF | 30 200 | 30 200 | 30 421 | 30 421 | 43 408 CHF | 43 713 CHF | 100,00% | 100,00% |
14/08/2024 | 0,71% | 1,42 CHF | 1,43 CHF | 32 700 | 32 700 | 32 775 | 32 775 | 46 331 CHF | 46 659 CHF | 99,27% | 99,27% |
13/08/2024 | 0,78% | 1,32 CHF | 1,33 CHF | 35 200 | 35 200 | 35 347 | 35 347 | 45 280 CHF | 45 634 CHF | 99,99% | 99,99% |
12/08/2024 | 0,80% | 1,24 CHF | 1,25 CHF | 35 000 | 35 000 | 35 015 | 35 015 | 43 748 CHF | 44 098 CHF | 99,26% | 99,26% |
09/08/2024 | 0,80% | 1,24 CHF | 1,25 CHF | 35 500 | 35 500 | 35 528 | 35 528 | 44 410 CHF | 44 765 CHF | 99,97% | 99,97% |
08/08/2024 | 0,89% | 1,20 CHF | 1,21 CHF | 35 900 | 35 900 | 36 163 | 36 163 | 40 375 CHF | 40 737 CHF | 99,91% | 99,91% |
07/08/2024 | 0,86% | 1,20 CHF | 1,21 CHF | 40 400 | 40 400 | 40 548 | 40 548 | 47 075 CHF | 47 481 CHF | 99,93% | 99,93% |
06/08/2024 | 0,95% | 1,09 CHF | 1,10 CHF | 40 100 | 40 100 | 40 385 | 40 385 | 42 366 CHF | 42 770 CHF | 99,84% | 99,84% |
02/08/2024 | 0,93% | 1,08 CHF | 1,09 CHF | 34 000 | 34 000 | 34 084 | 34 084 | 36 662 CHF | 37 003 CHF | 99,76% | 99,76% |
30/07/2024 | 0,79% | 1,28 CHF | 1,29 CHF | 37 200 | 37 200 | 37 377 | 37 377 | 47 176 CHF | 47 550 CHF | 99,99% | 99,99% |