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 | 0,75% | 1,33 CHF | 1,34 CHF | 80 000 | 80 000 | 80 000 | 80 000 | 106 884 CHF | 107 684 CHF | 100,00% | 100,00% |
14/08/2024 | 0,76% | 1,32 CHF | 1,33 CHF | 84 000 | 84 000 | 84 000 | 84 000 | 110 399 CHF | 111 239 CHF | 99,72% | 99,72% |
13/08/2024 | 0,77% | 1,30 CHF | 1,31 CHF | 84 000 | 84 000 | 84 000 | 84 000 | 108 432 CHF | 109 272 CHF | 100,00% | 100,00% |
12/08/2024 | 0,78% | 1,29 CHF | 1,30 CHF | 84 000 | 84 000 | 83 954 | 83 954 | 107 937 CHF | 108 777 CHF | 99,24% | 99,24% |
09/08/2024 | 0,76% | 1,30 CHF | 1,31 CHF | 84 000 | 84 000 | 84 000 | 84 000 | 110 012 CHF | 110 852 CHF | 100,00% | 100,00% |
08/08/2024 | 0,77% | 1,30 CHF | 1,31 CHF | 84 000 | 84 000 | 84 000 | 84 000 | 108 293 CHF | 109 133 CHF | 100,00% | 100,00% |
07/08/2024 | 0,78% | 1,29 CHF | 1,30 CHF | 84 000 | 84 000 | 84 000 | 84 000 | 107 330 CHF | 108 170 CHF | 99,98% | 99,98% |
06/08/2024 | 0,80% | 1,26 CHF | 1,27 CHF | 84 000 | 84 000 | 84 021 | 84 021 | 105 180 CHF | 106 021 CHF | 99,98% | 99,98% |
02/08/2024 | 0,75% | 1,31 CHF | 1,32 CHF | 84 000 | 84 000 | 83 987 | 83 987 | 110 872 CHF | 111 712 CHF | 100,00% | 100,00% |
30/07/2024 | 0,74% | 1,33 CHF | 1,34 CHF | 80 000 | 80 000 | 80 000 | 80 000 | 107 019 CHF | 107 819 CHF | 99,99% | 99,99% |