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 | 1,18% | 0,83 CHF | 0,84 CHF | 104 000 | 104 000 | 105 290 | 105 290 | 88 905 CHF | 89 958 CHF | 99,99% | 99,99% |
14/08/2024 | 1,15% | 0,86 CHF | 0,87 CHF | 106 000 | 106 000 | 106 000 | 106 000 | 91 531 CHF | 92 591 CHF | 99,25% | 99,25% |
13/08/2024 | 1,13% | 0,88 CHF | 0,89 CHF | 106 000 | 106 000 | 106 858 | 106 858 | 93 787 CHF | 94 855 CHF | 100,00% | 100,00% |
12/08/2024 | 1,14% | 0,88 CHF | 0,89 CHF | 106 000 | 106 000 | 105 932 | 105 932 | 92 274 CHF | 93 334 CHF | 99,23% | 99,23% |
09/08/2024 | 1,16% | 0,87 CHF | 0,88 CHF | 108 000 | 108 000 | 106 701 | 106 701 | 91 473 CHF | 92 540 CHF | 99,99% | 99,99% |
08/08/2024 | 1,13% | 0,87 CHF | 0,88 CHF | 108 000 | 108 000 | 107 993 | 107 993 | 94 789 CHF | 95 869 CHF | 99,91% | 99,91% |
07/08/2024 | 1,16% | 0,85 CHF | 0,86 CHF | 106 000 | 106 000 | 107 414 | 107 414 | 92 415 CHF | 93 489 CHF | 99,97% | 99,97% |
06/08/2024 | 1,09% | 0,92 CHF | 0,93 CHF | 112 000 | 112 000 | 110 705 | 110 705 | 101 103 CHF | 102 210 CHF | 99,91% | 99,91% |
02/08/2024 | 1,20% | 0,87 CHF | 0,88 CHF | 108 000 | 108 000 | 106 072 | 106 072 | 88 160 CHF | 89 221 CHF | 99,87% | 99,87% |
30/07/2024 | 1,53% | 0,65 CHF | 0,66 CHF | 98 000 | 98 000 | 97 942 | 97 942 | 63 545 CHF | 64 524 CHF | 100,00% | 100,00% |