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 | 0,66% | 1,55 CHF | 1,56 CHF | 74 000 | 74 000 | 74 397 | 74 397 | 111 878 CHF | 112 622 CHF | 100,00% | 100,00% |
14/08/2024 | 0,68% | 1,48 CHF | 1,49 CHF | 75 000 | 75 000 | 75 055 | 75 055 | 110 435 CHF | 111 185 CHF | 99,27% | 99,27% |
13/08/2024 | 0,75% | 1,36 CHF | 1,37 CHF | 77 000 | 77 000 | 77 460 | 77 460 | 102 954 CHF | 103 729 CHF | 100,00% | 100,00% |
12/08/2024 | 0,73% | 1,35 CHF | 1,36 CHF | 77 000 | 77 000 | 76 688 | 76 688 | 105 203 CHF | 105 971 CHF | 99,16% | 99,16% |
09/08/2024 | 0,82% | 1,25 CHF | 1,26 CHF | 79 000 | 79 000 | 79 610 | 79 610 | 96 276 CHF | 97 072 CHF | 99,42% | 99,42% |
08/08/2024 | 1,06% | 0,99 CHF | 1,00 CHF | 83 000 | 83 000 | 84 394 | 84 394 | 79 522 CHF | 80 366 CHF | 99,90% | 99,90% |
07/08/2024 | 1,13% | 0,89 CHF | 0,90 CHF | 85 000 | 85 000 | 85 556 | 85 556 | 75 424 CHF | 76 279 CHF | 99,98% | 99,98% |
06/08/2024 | 1,22% | 0,84 CHF | 0,85 CHF | 87 000 | 87 000 | 87 477 | 87 477 | 71 200 CHF | 72 075 CHF | 99,90% | 99,90% |
02/08/2024 | 1,30% | 0,75 CHF | 0,76 CHF | 89 000 | 89 000 | 87 744 | 87 744 | 67 018 CHF | 67 896 CHF | 99,74% | 99,74% |
30/07/2024 | 1,11% | 0,91 CHF | 0,92 CHF | 84 000 | 84 000 | 84 040 | 84 040 | 75 125 CHF | 75 965 CHF | 99,99% | 99,99% |