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 | 0,59% | 1,74 CHF | 1,75 CHF | 74 000 | 74 000 | 74 397 | 74 397 | 126 531 CHF | 127 275 CHF | 100,00% | 100,00% |
14/08/2024 | 0,60% | 1,68 CHF | 1,69 CHF | 75 000 | 75 000 | 75 055 | 75 055 | 125 127 CHF | 125 877 CHF | 99,26% | 99,26% |
13/08/2024 | 0,65% | 1,56 CHF | 1,57 CHF | 77 000 | 77 000 | 77 460 | 77 460 | 118 057 CHF | 118 831 CHF | 100,00% | 100,00% |
12/08/2024 | 0,64% | 1,55 CHF | 1,56 CHF | 77 000 | 77 000 | 76 688 | 76 688 | 120 170 CHF | 120 937 CHF | 99,15% | 99,15% |
09/08/2024 | 0,71% | 1,45 CHF | 1,46 CHF | 79 000 | 79 000 | 79 610 | 79 610 | 111 722 CHF | 112 518 CHF | 99,43% | 99,43% |
08/08/2024 | 0,88% | 1,19 CHF | 1,20 CHF | 83 000 | 83 000 | 84 394 | 84 394 | 95 745 CHF | 96 589 CHF | 99,94% | 99,94% |
07/08/2024 | 0,93% | 1,08 CHF | 1,09 CHF | 85 000 | 85 000 | 85 557 | 85 557 | 91 711 CHF | 92 566 CHF | 99,99% | 99,99% |
06/08/2024 | 1,00% | 1,02 CHF | 1,03 CHF | 87 000 | 87 000 | 87 477 | 87 477 | 87 191 CHF | 88 065 CHF | 99,84% | 99,84% |
02/08/2024 | 1,05% | 0,93 CHF | 0,94 CHF | 89 000 | 89 000 | 87 746 | 87 746 | 83 338 CHF | 84 216 CHF | 99,83% | 99,83% |
30/07/2024 | 0,91% | 1,10 CHF | 1,11 CHF | 84 000 | 84 000 | 84 040 | 84 040 | 91 501 CHF | 92 341 CHF | 100,00% | 100,00% |