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 | 0,61% | 1,64 CHF | 1,65 CHF | 52 000 | 52 000 | 52 000 | 52 000 | 84 985 CHF | 85 505 CHF | 99,99% | 99,99% |
14/08/2024 | 0,62% | 1,64 CHF | 1,65 CHF | 52 000 | 52 000 | 52 380 | 52 380 | 83 930 CHF | 84 453 CHF | 99,27% | 99,27% |
13/08/2024 | 0,64% | 1,57 CHF | 1,58 CHF | 53 000 | 53 000 | 53 000 | 53 000 | 82 808 CHF | 83 338 CHF | 100,00% | 100,00% |
12/08/2024 | 0,62% | 1,60 CHF | 1,61 CHF | 53 000 | 53 000 | 52 758 | 52 758 | 84 463 CHF | 84 991 CHF | 99,91% | 99,91% |
09/08/2024 | 0,63% | 1,59 CHF | 1,60 CHF | 53 000 | 53 000 | 53 000 | 53 000 | 84 436 CHF | 84 966 CHF | 100,00% | 100,00% |
08/08/2024 | 0,62% | 1,62 CHF | 1,63 CHF | 53 000 | 53 000 | 53 000 | 53 000 | 85 150 CHF | 85 680 CHF | 99,94% | 99,94% |
07/08/2024 | 0,62% | 1,64 CHF | 1,65 CHF | 52 000 | 52 000 | 52 886 | 52 886 | 84 726 CHF | 85 255 CHF | 99,99% | 99,99% |
06/08/2024 | 0,63% | 1,60 CHF | 1,61 CHF | 53 000 | 53 000 | 53 507 | 53 507 | 84 321 CHF | 84 857 CHF | 99,94% | 99,94% |
02/08/2024 | 0,60% | 1,71 CHF | 1,72 CHF | 52 000 | 52 000 | 52 606 | 52 606 | 87 020 CHF | 87 547 CHF | 99,86% | 99,86% |
30/07/2024 | 0,67% | 1,49 CHF | 1,50 CHF | 53 000 | 53 000 | 53 099 | 53 099 | 78 886 CHF | 79 417 CHF | 100,00% | 100,00% |