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 | 1,20% | 0,87 CHF | 0,88 CHF | 80 000 | 80 000 | 37 348 | 37 348 | 31 989 CHF | 32 364 CHF | 99,71% | 99,71% |
14/08/2024 | 1,24% | 0,83 CHF | 0,84 CHF | 90 000 | 90 000 | 44 758 | 44 758 | 37 042 CHF | 37 491 CHF | 99,27% | 99,27% |
13/08/2024 | 1,28% | 0,81 CHF | 0,82 CHF | 90 000 | 90 000 | 44 732 | 44 732 | 35 892 CHF | 36 341 CHF | 100,00% | 100,00% |
12/08/2024 | 1,24% | 0,81 CHF | 0,82 CHF | 90 000 | 90 000 | 44 707 | 44 707 | 36 793 CHF | 37 244 CHF | 99,13% | 99,13% |
09/08/2024 | 1,23% | 0,83 CHF | 0,84 CHF | 90 000 | 90 000 | 44 766 | 44 766 | 37 381 CHF | 37 831 CHF | 99,89% | 99,89% |
08/08/2024 | 1,39% | 0,80 CHF | 0,81 CHF | 90 000 | 90 000 | 44 699 | 44 699 | 33 688 CHF | 34 136 CHF | 99,93% | 99,93% |
07/08/2024 | 1,37% | 0,77 CHF | 0,78 CHF | 90 000 | 90 000 | 44 885 | 44 885 | 33 576 CHF | 34 026 CHF | 99,59% | 99,59% |
06/08/2024 | 1,71% | 0,70 CHF | 0,71 CHF | 100 000 | 100 000 | 46 844 | 46 844 | 32 097 CHF | 32 609 CHF | 99,96% | 99,96% |
02/08/2024 | 2,48% | 0,70 CHF | 0,71 CHF | 90 000 | 90 000 | 44 371 | 44 371 | 32 144 CHF | 32 845 CHF | 99,94% | 99,94% |
30/07/2024 | 2,22% | 0,80 CHF | 0,81 CHF | 90 000 | 90 000 | 38 859 | 38 859 | 31 472 CHF | 32 076 CHF | 99,88% | 99,88% |