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 | 0,82% | 1,20 CHF | 1,21 CHF | 42 100 | 42 100 | 42 078 | 42 078 | 51 348 CHF | 51 769 CHF | 100,00% | 100,00% |
14/08/2024 | 0,84% | 1,19 CHF | 1,20 CHF | 45 400 | 45 400 | 45 400 | 45 400 | 53 707 CHF | 54 161 CHF | 99,72% | 99,72% |
13/08/2024 | 0,87% | 1,17 CHF | 1,18 CHF | 46 200 | 46 200 | 46 200 | 46 200 | 52 786 CHF | 53 248 CHF | 100,00% | 100,00% |
12/08/2024 | 0,88% | 1,14 CHF | 1,15 CHF | 45 800 | 45 800 | 45 780 | 45 780 | 51 852 CHF | 52 310 CHF | 99,24% | 99,24% |
09/08/2024 | 0,84% | 1,16 CHF | 1,17 CHF | 45 500 | 45 500 | 45 500 | 45 500 | 53 746 CHF | 54 201 CHF | 99,98% | 99,98% |
08/08/2024 | 0,87% | 1,17 CHF | 1,18 CHF | 45 700 | 45 700 | 45 683 | 45 683 | 52 520 CHF | 52 977 CHF | 99,99% | 99,99% |
07/08/2024 | 0,88% | 1,15 CHF | 1,16 CHF | 46 300 | 46 300 | 46 300 | 46 300 | 52 144 CHF | 52 607 CHF | 100,00% | 100,00% |
06/08/2024 | 0,91% | 1,11 CHF | 1,12 CHF | 45 700 | 45 700 | 45 711 | 45 711 | 49 765 CHF | 50 223 CHF | 99,92% | 99,92% |
02/08/2024 | 0,82% | 1,20 CHF | 1,21 CHF | 43 300 | 43 300 | 43 293 | 43 293 | 52 572 CHF | 53 004 CHF | 99,97% | 99,97% |
30/07/2024 | 0,82% | 1,20 CHF | 1,21 CHF | 41 600 | 41 600 | 41 600 | 41 600 | 50 645 CHF | 51 061 CHF | 100,00% | 100,00% |