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% | 1,53 CHF | 1,54 CHF | 135 000 | 135 000 | 135 000 | 135 000 | 204 577 CHF | 205 927 CHF | 99,87% | 99,87% |
14/08/2024 | 0,69% | 1,50 CHF | 1,51 CHF | 135 000 | 135 000 | 135 000 | 135 000 | 195 414 CHF | 196 764 CHF | 99,27% | 99,27% |
13/08/2024 | 0,69% | 1,46 CHF | 1,47 CHF | 135 000 | 135 000 | 135 000 | 135 000 | 195 833 CHF | 197 183 CHF | 99,83% | 99,83% |
12/08/2024 | 0,70% | 1,42 CHF | 1,43 CHF | 135 000 | 135 000 | 135 000 | 135 000 | 191 986 CHF | 193 336 CHF | 99,16% | 99,16% |
09/08/2024 | 0,71% | 1,42 CHF | 1,43 CHF | 135 000 | 135 000 | 135 000 | 135 000 | 189 170 CHF | 190 520 CHF | 99,98% | 99,98% |
08/08/2024 | 0,74% | 1,39 CHF | 1,40 CHF | 135 000 | 135 000 | 137 275 | 137 275 | 185 445 CHF | 186 818 CHF | 99,62% | 99,62% |
07/08/2024 | 0,74% | 1,37 CHF | 1,38 CHF | 135 000 | 135 000 | 136 785 | 136 785 | 183 489 CHF | 184 857 CHF | 99,97% | 99,97% |
06/08/2024 | 0,81% | 1,22 CHF | 1,23 CHF | 140 000 | 140 000 | 140 000 | 140 000 | 171 472 CHF | 172 872 CHF | 98,89% | 98,89% |
02/08/2024 | 0,64% | 1,50 CHF | 1,51 CHF | 135 000 | 135 000 | 131 098 | 131 098 | 203 366 CHF | 204 677 CHF | 98,39% | 98,39% |
31/07/2024 | 0,63% | 1,60 CHF | 1,61 CHF | 130 000 | 130 000 | 130 000 | 130 000 | 207 319 CHF | 208 619 CHF | 35,69% | 35,69% |