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 | 0,77% | 1,34 CHF | 1,35 CHF | 74 000 | 74 000 | 74 397 | 74 397 | 96 754 CHF | 97 498 CHF | 100,00% | 100,00% |
14/08/2024 | 0,79% | 1,28 CHF | 1,29 CHF | 75 000 | 75 000 | 75 055 | 75 055 | 95 186 CHF | 95 936 CHF | 99,26% | 99,26% |
13/08/2024 | 0,88% | 1,16 CHF | 1,17 CHF | 77 000 | 77 000 | 77 460 | 77 460 | 87 303 CHF | 88 078 CHF | 100,00% | 100,00% |
12/08/2024 | 0,85% | 1,15 CHF | 1,16 CHF | 77 000 | 77 000 | 76 690 | 76 690 | 89 680 CHF | 90 447 CHF | 99,89% | 99,89% |
09/08/2024 | 0,99% | 1,05 CHF | 1,06 CHF | 79 000 | 79 000 | 79 610 | 79 610 | 80 245 CHF | 81 041 CHF | 99,45% | 99,45% |
08/08/2024 | 1,32% | 0,80 CHF | 0,81 CHF | 83 000 | 83 000 | 84 394 | 84 394 | 63 470 CHF | 64 314 CHF | 99,94% | 99,94% |
07/08/2024 | 1,43% | 0,70 CHF | 0,71 CHF | 85 000 | 85 000 | 85 556 | 85 556 | 59 277 CHF | 60 133 CHF | 99,98% | 99,98% |
06/08/2024 | 1,50% | 0,65 CHF | 0,67 CHF | 87 000 | 87 000 | 87 000 | 87 000 | 57 655 CHF | 58 525 CHF | 6,86% | 99,93% |
02/08/2024 | 1,73% | 0,56 CHF | 0,57 CHF | 89 000 | 89 000 | 87 745 | 87 745 | 50 395 CHF | 51 272 CHF | 99,76% | 99,76% |
30/07/2024 | 1,42% | 0,72 CHF | 0,73 CHF | 84 000 | 84 000 | 84 040 | 84 040 | 58 919 CHF | 59 759 CHF | 99,98% | 99,98% |