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 | 1,69% | 0,93 CHF | 0,94 CHF | 112 000 | 112 000 | 50 062 | 50 062 | 46 541 CHF | 47 200 CHF | 99,89% | 99,89% |
14/08/2024 | 1,44% | 1,07 CHF | 1,08 CHF | 118 000 | 118 000 | 53 617 | 53 617 | 57 754 CHF | 58 450 CHF | 99,27% | 99,27% |
13/08/2024 | 0,85% | 1,06 CHF | 1,07 CHF | 118 000 | 118 000 | 54 647 | 54 647 | 64 077 CHF | 64 625 CHF | 100,00% | 100,00% |
12/08/2024 | 0,82% | 1,24 CHF | 1,25 CHF | 124 000 | 124 000 | 55 512 | 55 512 | 68 583 CHF | 69 140 CHF | 99,03% | 99,03% |
09/08/2024 | 0,82% | 1,26 CHF | 1,27 CHF | 126 000 | 126 000 | 55 999 | 55 999 | 69 917 CHF | 70 478 CHF | 99,89% | 99,89% |
08/08/2024 | 0,79% | 1,28 CHF | 1,29 CHF | 126 000 | 126 000 | 56 887 | 56 887 | 73 051 CHF | 73 621 CHF | 99,95% | 99,95% |
07/08/2024 | 0,79% | 1,25 CHF | 1,26 CHF | 124 000 | 124 000 | 56 886 | 56 886 | 72 490 CHF | 73 060 CHF | 99,96% | 99,96% |
06/08/2024 | 0,87% | 1,27 CHF | 1,28 CHF | 128 000 | 128 000 | 58 209 | 58 209 | 76 080 CHF | 76 708 CHF | 99,82% | 99,82% |
02/08/2024 | 0,78% | 1,29 CHF | 1,30 CHF | 128 000 | 128 000 | 57 041 | 57 041 | 74 147 CHF | 74 720 CHF | 99,95% | 99,95% |
30/07/2024 | 0,79% | 1,29 CHF | 1,30 CHF | 122 000 | 122 000 | 54 862 | 54 862 | 70 719 CHF | 71 268 CHF | 99,89% | 99,89% |