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 | 1,44% | 0,65 CHF | 0,66 CHF | 74 000 | 74 000 | 74 397 | 74 397 | 51 294 CHF | 52 038 CHF | 100,00% | 100,00% |
14/08/2024 | 1,39% | 0,70 CHF | 0,71 CHF | 75 000 | 75 000 | 75 054 | 75 054 | 53 549 CHF | 54 300 CHF | 99,26% | 99,26% |
13/08/2024 | 1,19% | 0,81 CHF | 0,82 CHF | 77 000 | 77 000 | 77 460 | 77 460 | 64 834 CHF | 65 609 CHF | 100,00% | 100,00% |
12/08/2024 | 1,24% | 0,82 CHF | 0,83 CHF | 77 000 | 77 000 | 76 688 | 76 688 | 61 455 CHF | 62 222 CHF | 99,14% | 99,14% |
09/08/2024 | 1,05% | 0,90 CHF | 0,91 CHF | 79 000 | 79 000 | 79 610 | 79 610 | 75 106 CHF | 75 902 CHF | 99,46% | 99,46% |
08/08/2024 | 0,83% | 1,15 CHF | 1,16 CHF | 83 000 | 83 000 | 84 394 | 84 394 | 100 886 CHF | 101 730 CHF | 99,96% | 99,96% |
07/08/2024 | 0,79% | 1,26 CHF | 1,27 CHF | 85 000 | 85 000 | 85 556 | 85 556 | 107 885 CHF | 108 741 CHF | 99,98% | 99,98% |
06/08/2024 | 0,76% | 1,29 CHF | 1,30 CHF | 87 000 | 87 000 | 87 476 | 87 476 | 115 101 CHF | 115 975 CHF | 99,85% | 99,85% |
02/08/2024 | 0,72% | 1,40 CHF | 1,41 CHF | 89 000 | 89 000 | 87 745 | 87 745 | 121 801 CHF | 122 679 CHF | 99,79% | 99,79% |
30/07/2024 | 0,77% | 1,28 CHF | 1,29 CHF | 84 000 | 84 000 | 84 040 | 84 040 | 108 877 CHF | 109 718 CHF | 100,00% | 100,00% |