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% | 1,51 CHF | 1,52 CHF | 80 000 | 80 000 | 80 000 | 80 000 | 121 629 CHF | 122 429 CHF | 100,00% | 100,00% |
14/08/2024 | 0,66% | 1,50 CHF | 1,51 CHF | 84 000 | 84 000 | 84 000 | 84 000 | 125 959 CHF | 126 799 CHF | 99,72% | 99,72% |
13/08/2024 | 0,68% | 1,49 CHF | 1,50 CHF | 84 000 | 84 000 | 84 000 | 84 000 | 123 733 CHF | 124 573 CHF | 100,00% | 100,00% |
12/08/2024 | 0,68% | 1,47 CHF | 1,48 CHF | 84 000 | 84 000 | 83 954 | 83 954 | 123 528 CHF | 124 368 CHF | 99,23% | 99,23% |
09/08/2024 | 0,67% | 1,48 CHF | 1,49 CHF | 84 000 | 84 000 | 84 000 | 84 000 | 125 266 CHF | 126 106 CHF | 100,00% | 100,00% |
08/08/2024 | 0,68% | 1,48 CHF | 1,49 CHF | 84 000 | 84 000 | 84 000 | 84 000 | 123 468 CHF | 124 308 CHF | 99,99% | 99,99% |
07/08/2024 | 0,68% | 1,47 CHF | 1,48 CHF | 84 000 | 84 000 | 84 000 | 84 000 | 122 534 CHF | 123 374 CHF | 100,00% | 100,00% |
06/08/2024 | 0,70% | 1,44 CHF | 1,45 CHF | 84 000 | 84 000 | 84 021 | 84 021 | 120 262 CHF | 121 103 CHF | 99,99% | 99,99% |
02/08/2024 | 0,66% | 1,49 CHF | 1,50 CHF | 84 000 | 84 000 | 83 987 | 83 987 | 126 124 CHF | 126 964 CHF | 99,98% | 99,98% |
30/07/2024 | 0,66% | 1,51 CHF | 1,52 CHF | 80 000 | 80 000 | 80 000 | 80 000 | 121 610 CHF | 122 410 CHF | 100,00% | 100,00% |