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 | 0,53% | 1,90 CHF | 1,91 CHF | 54 000 | 54 000 | 53 060 | 53 060 | 101 260 CHF | 101 791 CHF | 99,86% | 99,86% |
14/08/2024 | 0,53% | 1,92 CHF | 1,93 CHF | 53 000 | 53 000 | 53 065 | 53 065 | 100 556 CHF | 101 088 CHF | 99,93% | 99,93% |
13/08/2024 | 0,54% | 1,87 CHF | 1,88 CHF | 54 000 | 54 000 | 53 493 | 53 493 | 99 793 CHF | 100 328 CHF | 99,98% | 99,98% |
12/08/2024 | 0,54% | 1,87 CHF | 1,88 CHF | 54 000 | 54 000 | 53 483 | 53 483 | 100 046 CHF | 100 581 CHF | 100,00% | 100,00% |
09/08/2024 | 0,54% | 1,85 CHF | 1,86 CHF | 54 000 | 54 000 | 53 087 | 53 087 | 98 728 CHF | 99 259 CHF | 96,66% | 96,66% |
08/08/2024 | 0,55% | 1,82 CHF | 1,83 CHF | 54 000 | 54 000 | 53 409 | 53 409 | 97 030 CHF | 97 565 CHF | 98,75% | 98,75% |
07/08/2024 | 0,56% | 1,83 CHF | 1,84 CHF | 54 000 | 54 000 | 53 489 | 53 489 | 96 749 CHF | 97 284 CHF | 99,68% | 99,68% |
06/08/2024 | 0,57% | 1,78 CHF | 1,79 CHF | 54 000 | 54 000 | 53 314 | 53 314 | 94 894 CHF | 95 427 CHF | 97,35% | 97,35% |
02/08/2024 | 0,52% | 1,90 CHF | 1,91 CHF | 53 000 | 53 000 | 52 425 | 52 425 | 101 018 CHF | 101 542 CHF | 97,67% | 97,67% |
31/07/2024 | 0,50% | 2,00 CHF | 2,01 CHF | 53 000 | 53 000 | 52 417 | 52 417 | 105 129 CHF | 105 654 CHF | 70,81% | 70,81% |