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 | 0,55% | 1,83 CHF | 1,84 CHF | 48 000 | 48 000 | 26 857 | 26 857 | 49 465 CHF | 49 734 CHF | 99,89% | 99,89% |
14/08/2024 | 0,57% | 1,78 CHF | 1,79 CHF | 48 000 | 48 000 | 26 768 | 26 768 | 48 495 CHF | 48 765 CHF | 99,13% | 99,13% |
13/08/2024 | 0,87% | 1,85 CHF | 1,86 CHF | 48 000 | 48 000 | 18 689 | 18 689 | 33 832 CHF | 34 072 CHF | 99,51% | 99,51% |
12/08/2024 | 0,78% | 1,75 CHF | 1,76 CHF | 48 000 | 48 000 | 22 432 | 22 432 | 36 314 CHF | 36 556 CHF | 98,41% | 98,41% |
09/08/2024 | 0,70% | 1,45 CHF | 1,46 CHF | 52 000 | 52 000 | 28 479 | 28 479 | 41 552 CHF | 41 837 CHF | 98,39% | 98,39% |
08/08/2024 | 0,74% | 1,40 CHF | 1,41 CHF | 52 000 | 52 000 | 30 076 | 30 076 | 41 398 CHF | 41 700 CHF | 99,93% | 99,93% |
07/08/2024 | 0,69% | 1,45 CHF | 1,46 CHF | 52 000 | 52 000 | 28 828 | 28 828 | 42 465 CHF | 42 754 CHF | 99,08% | 99,08% |
06/08/2024 | 0,82% | 1,42 CHF | 1,43 CHF | 56 000 | 56 000 | 30 001 | 30 001 | 42 362 CHF | 42 686 CHF | 99,98% | 99,98% |
02/08/2024 | 0,63% | 1,50 CHF | 1,51 CHF | 52 000 | 52 000 | 27 101 | 27 101 | 45 218 CHF | 45 498 CHF | 99,92% | 99,92% |
30/07/2024 | 0,62% | 1,63 CHF | 1,64 CHF | 52 000 | 52 000 | 28 153 | 28 153 | 46 350 CHF | 46 632 CHF | 99,89% | 99,89% |