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 | 1,87% | 0,55 CHF | 0,56 CHF | 133 500 | 133 500 | 133 450 | 133 450 | 70 861 CHF | 72 196 CHF | 99,99% | 99,99% |
14/08/2024 | 1,52% | 0,55 CHF | 0,56 CHF | 91 000 | 91 000 | 96 993 | 96 993 | 63 935 CHF | 64 905 CHF | 99,26% | 99,26% |
13/08/2024 | 1,25% | 0,74 CHF | 0,75 CHF | 86 300 | 86 300 | 86 300 | 86 300 | 68 441 CHF | 69 304 CHF | 100,00% | 100,00% |
12/08/2024 | 1,21% | 0,81 CHF | 0,82 CHF | 87 400 | 87 400 | 87 400 | 87 400 | 71 981 CHF | 72 855 CHF | 99,30% | 99,30% |
09/08/2024 | 2,36% | 0,77 CHF | 0,79 CHF | 69 000 | 69 000 | 69 000 | 69 000 | 57 873 CHF | 59 253 CHF | 99,98% | 99,98% |
08/08/2024 | 0,91% | 0,96 CHF | 0,97 CHF | 83 200 | 83 200 | 86 502 | 86 502 | 95 663 CHF | 96 529 CHF | 99,95% | 99,95% |
07/08/2024 | 2,58% | 0,78 CHF | 0,80 CHF | 60 600 | 60 600 | 60 600 | 60 600 | 46 742 CHF | 47 954 CHF | 99,98% | 99,98% |
06/08/2024 | 1,81% | 1,16 CHF | 1,18 CHF | 69 800 | 69 800 | 65 710 | 65 710 | 72 401 CHF | 73 715 CHF | 99,91% | 99,91% |
02/08/2024 | 1,39% | 0,74 CHF | 0,75 CHF | 128 300 | 128 300 | 122 728 | 122 728 | 87 705 CHF | 88 932 CHF | 99,89% | 99,89% |
30/07/2024 | 1,37% | 0,73 CHF | 0,74 CHF | 93 000 | 93 000 | 93 599 | 93 599 | 68 070 CHF | 69 006 CHF | 100,00% | 100,00% |