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 | 1,79% | 0,88 CHF | 0,89 CHF | 112 000 | 112 000 | 50 019 | 50 019 | 43 983 CHF | 44 641 CHF | 99,88% | 99,88% |
14/08/2024 | 2,11% | 0,72 CHF | 0,73 CHF | 118 000 | 118 000 | 53 613 | 53 613 | 38 536 CHF | 39 232 CHF | 99,25% | 99,25% |
13/08/2024 | 1,69% | 0,74 CHF | 0,75 CHF | 118 000 | 118 000 | 54 649 | 54 649 | 34 337 CHF | 34 884 CHF | 100,00% | 100,00% |
12/08/2024 | 1,77% | 0,57 CHF | 0,58 CHF | 124 000 | 124 000 | 55 330 | 55 330 | 31 685 CHF | 32 240 CHF | 99,79% | 99,79% |
09/08/2024 | 1,82% | 0,54 CHF | 0,55 CHF | 126 000 | 126 000 | 55 993 | 55 993 | 30 788 CHF | 31 349 CHF | 99,88% | 99,88% |
08/08/2024 | 2,04% | 0,52 CHF | 0,53 CHF | 126 000 | 126 000 | 56 890 | 56 890 | 28 935 CHF | 29 505 CHF | 99,96% | 99,96% |
07/08/2024 | 1,99% | 0,56 CHF | 0,57 CHF | 124 000 | 124 000 | 56 897 | 56 897 | 29 561 CHF | 30 131 CHF | 99,97% | 99,97% |
06/08/2024 | 2,49% | 0,50 CHF | 0,51 CHF | 128 000 | 128 000 | 58 201 | 58 201 | 27 259 CHF | 27 887 CHF | 99,81% | 99,81% |
02/08/2024 | 2,02% | 0,50 CHF | 0,51 CHF | 128 000 | 128 000 | 56 999 | 56 999 | 28 675 CHF | 29 247 CHF | 99,90% | 99,90% |
30/07/2024 | 1,82% | 0,56 CHF | 0,57 CHF | 122 000 | 122 000 | 54 867 | 54 867 | 30 657 CHF | 31 207 CHF | 99,90% | 99,90% |