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 | 1,95% | 0,47 CHF | 0,48 CHF | 74 000 | 74 000 | 74 397 | 74 397 | 37 833 CHF | 38 577 CHF | 100,00% | 100,00% |
14/08/2024 | 1,86% | 0,52 CHF | 0,53 CHF | 75 000 | 75 000 | 75 054 | 75 054 | 40 025 CHF | 40 775 CHF | 99,27% | 99,27% |
13/08/2024 | 1,51% | 0,63 CHF | 0,64 CHF | 77 000 | 77 000 | 77 460 | 77 460 | 50 946 CHF | 51 721 CHF | 100,00% | 100,00% |
12/08/2024 | 1,60% | 0,64 CHF | 0,65 CHF | 77 000 | 77 000 | 76 688 | 76 688 | 47 677 CHF | 48 444 CHF | 99,14% | 99,14% |
09/08/2024 | 1,30% | 0,72 CHF | 0,73 CHF | 79 000 | 79 000 | 79 610 | 79 610 | 60 847 CHF | 61 643 CHF | 99,45% | 99,45% |
08/08/2024 | 0,99% | 0,96 CHF | 0,97 CHF | 83 000 | 83 000 | 84 395 | 84 395 | 85 038 CHF | 85 882 CHF | 99,94% | 99,94% |
07/08/2024 | 0,93% | 1,07 CHF | 1,08 CHF | 85 000 | 85 000 | 85 556 | 85 556 | 91 816 CHF | 92 671 CHF | 99,99% | 99,99% |
06/08/2024 | 0,88% | 1,11 CHF | 1,12 CHF | 87 000 | 87 000 | 87 477 | 87 477 | 98 792 CHF | 99 667 CHF | 99,79% | 99,79% |
02/08/2024 | 0,83% | 1,21 CHF | 1,22 CHF | 89 000 | 89 000 | 87 746 | 87 746 | 105 273 CHF | 106 150 CHF | 99,85% | 99,85% |
30/07/2024 | 0,90% | 1,09 CHF | 1,10 CHF | 84 000 | 84 000 | 84 040 | 84 040 | 92 756 CHF | 93 597 CHF | 99,99% | 99,99% |