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 | 1,76% | 0,90 CHF | 0,91 CHF | 112 000 | 112 000 | 50 059 | 50 059 | 44 658 CHF | 45 316 CHF | 99,89% | 99,89% |
14/08/2024 | 1,49% | 1,03 CHF | 1,04 CHF | 118 000 | 118 000 | 53 618 | 53 618 | 55 670 CHF | 56 366 CHF | 99,26% | 99,26% |
13/08/2024 | 0,88% | 1,02 CHF | 1,03 CHF | 118 000 | 118 000 | 54 642 | 54 642 | 61 952 CHF | 62 499 CHF | 99,99% | 99,99% |
12/08/2024 | 0,85% | 1,20 CHF | 1,21 CHF | 124 000 | 124 000 | 55 512 | 55 512 | 66 366 CHF | 66 923 CHF | 99,03% | 99,03% |
09/08/2024 | 0,84% | 1,22 CHF | 1,23 CHF | 126 000 | 126 000 | 55 992 | 55 992 | 67 706 CHF | 68 267 CHF | 99,88% | 99,88% |
08/08/2024 | 0,81% | 1,24 CHF | 1,25 CHF | 126 000 | 126 000 | 56 879 | 56 879 | 70 770 CHF | 71 340 CHF | 99,94% | 99,94% |
07/08/2024 | 0,82% | 1,21 CHF | 1,22 CHF | 124 000 | 124 000 | 56 895 | 56 895 | 70 258 CHF | 70 828 CHF | 99,97% | 99,97% |
06/08/2024 | 0,90% | 1,24 CHF | 1,25 CHF | 128 000 | 128 000 | 58 180 | 58 180 | 73 754 CHF | 74 382 CHF | 99,78% | 99,78% |
02/08/2024 | 0,81% | 1,25 CHF | 1,26 CHF | 128 000 | 128 000 | 56 985 | 56 985 | 71 813 CHF | 72 385 CHF | 99,88% | 99,88% |
30/07/2024 | 0,81% | 1,25 CHF | 1,26 CHF | 122 000 | 122 000 | 54 860 | 54 860 | 68 511 CHF | 69 060 CHF | 99,89% | 99,89% |