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 | 0,79% | 1,25 CHF | 1,26 CHF | 80 000 | 80 000 | 80 000 | 80 000 | 100 816 CHF | 101 616 CHF | 99,98% | 99,98% |
14/08/2024 | 0,80% | 1,24 CHF | 1,25 CHF | 84 000 | 84 000 | 84 000 | 84 000 | 104 140 CHF | 104 980 CHF | 99,72% | 99,72% |
13/08/2024 | 0,82% | 1,23 CHF | 1,24 CHF | 84 000 | 84 000 | 84 000 | 84 000 | 101 995 CHF | 102 835 CHF | 100,00% | 100,00% |
12/08/2024 | 0,82% | 1,21 CHF | 1,22 CHF | 84 000 | 84 000 | 83 953 | 83 953 | 101 598 CHF | 102 438 CHF | 99,25% | 99,25% |
09/08/2024 | 0,81% | 1,22 CHF | 1,23 CHF | 84 000 | 84 000 | 84 000 | 84 000 | 103 433 CHF | 104 273 CHF | 100,00% | 100,00% |
08/08/2024 | 0,82% | 1,22 CHF | 1,23 CHF | 84 000 | 84 000 | 84 000 | 84 000 | 101 913 CHF | 102 753 CHF | 99,98% | 99,98% |
07/08/2024 | 0,83% | 1,22 CHF | 1,23 CHF | 84 000 | 84 000 | 84 000 | 84 000 | 100 993 CHF | 101 833 CHF | 100,00% | 100,00% |
06/08/2024 | 0,85% | 1,19 CHF | 1,20 CHF | 84 000 | 84 000 | 84 021 | 84 021 | 98 871 CHF | 99 711 CHF | 100,00% | 100,00% |
02/08/2024 | 0,80% | 1,23 CHF | 1,24 CHF | 84 000 | 84 000 | 83 987 | 83 987 | 104 598 CHF | 105 438 CHF | 99,96% | 99,96% |
30/07/2024 | 0,79% | 1,25 CHF | 1,26 CHF | 80 000 | 80 000 | 80 000 | 80 000 | 100 675 CHF | 101 475 CHF | 99,99% | 99,99% |