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 | 1,14% | 0,83 CHF | 0,84 CHF | 74 000 | 74 000 | 74 397 | 74 397 | 64 746 CHF | 65 490 CHF | 100,00% | 100,00% |
14/08/2024 | 1,11% | 0,88 CHF | 0,89 CHF | 75 000 | 75 000 | 75 055 | 75 055 | 67 090 CHF | 67 840 CHF | 99,27% | 99,27% |
13/08/2024 | 0,98% | 0,99 CHF | 1,00 CHF | 77 000 | 77 000 | 77 460 | 77 460 | 78 892 CHF | 79 666 CHF | 100,00% | 100,00% |
12/08/2024 | 1,02% | 1,00 CHF | 1,01 CHF | 77 000 | 77 000 | 76 688 | 76 688 | 75 237 CHF | 76 004 CHF | 99,16% | 99,16% |
09/08/2024 | 0,88% | 1,09 CHF | 1,10 CHF | 79 000 | 79 000 | 79 610 | 79 610 | 90 080 CHF | 90 876 CHF | 99,43% | 99,43% |
08/08/2024 | 0,72% | 1,34 CHF | 1,35 CHF | 83 000 | 83 000 | 84 394 | 84 394 | 116 768 CHF | 117 612 CHF | 99,91% | 99,91% |
07/08/2024 | 0,69% | 1,45 CHF | 1,46 CHF | 85 000 | 85 000 | 85 556 | 85 556 | 123 995 CHF | 124 851 CHF | 99,96% | 99,96% |
06/08/2024 | 0,66% | 1,48 CHF | 1,49 CHF | 87 000 | 87 000 | 87 476 | 87 476 | 131 429 CHF | 132 303 CHF | 99,79% | 99,79% |
02/08/2024 | 0,63% | 1,58 CHF | 1,59 CHF | 89 000 | 89 000 | 87 744 | 87 744 | 138 353 CHF | 139 230 CHF | 99,76% | 99,76% |
30/07/2024 | 0,67% | 1,47 CHF | 1,48 CHF | 84 000 | 84 000 | 84 040 | 84 040 | 125 011 CHF | 125 852 CHF | 99,99% | 99,99% |