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 | 0,84% | 1,19 CHF | 1,20 CHF | 47 000 | 47 000 | 47 013 | 47 013 | 55 978 CHF | 56 449 CHF | 100,00% | 100,00% |
14/08/2024 | 0,85% | 1,19 CHF | 1,20 CHF | 47 000 | 47 000 | 47 815 | 47 815 | 56 168 CHF | 56 646 CHF | 99,27% | 99,27% |
13/08/2024 | 0,85% | 1,17 CHF | 1,18 CHF | 48 000 | 48 000 | 47 995 | 47 995 | 56 065 CHF | 56 545 CHF | 100,00% | 100,00% |
12/08/2024 | 0,85% | 1,17 CHF | 1,18 CHF | 48 000 | 48 000 | 47 920 | 47 920 | 56 316 CHF | 56 795 CHF | 98,83% | 98,83% |
09/08/2024 | 0,86% | 1,17 CHF | 1,18 CHF | 48 000 | 48 000 | 48 000 | 48 000 | 55 701 CHF | 56 181 CHF | 100,00% | 100,00% |
08/08/2024 | 0,89% | 1,15 CHF | 1,16 CHF | 48 000 | 48 000 | 48 578 | 48 578 | 54 478 CHF | 54 963 CHF | 99,97% | 99,97% |
07/08/2024 | 0,90% | 1,13 CHF | 1,14 CHF | 48 000 | 48 000 | 48 758 | 48 758 | 53 910 CHF | 54 397 CHF | 100,00% | 100,00% |
06/08/2024 | 0,94% | 1,07 CHF | 1,08 CHF | 49 000 | 49 000 | 49 052 | 49 052 | 52 204 CHF | 52 695 CHF | 100,00% | 100,00% |
02/08/2024 | 0,90% | 1,09 CHF | 1,10 CHF | 49 000 | 49 000 | 49 000 | 49 000 | 54 072 CHF | 54 562 CHF | 99,98% | 99,98% |
31/07/2024 | 0,85% | 1,17 CHF | 1,18 CHF | 48 000 | 48 000 | 47 881 | 47 881 | 56 167 CHF | 56 646 CHF | 36,45% | 36,45% |