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% | 1,86 CHF | 1,87 CHF | 40 000 | 40 000 | 40 101 | 40 101 | 72 640 CHF | 73 041 CHF | 100,00% | 100,00% |
14/08/2024 | 0,58% | 1,75 CHF | 1,76 CHF | 41 000 | 41 000 | 41 000 | 41 000 | 70 559 CHF | 70 969 CHF | 99,26% | 99,26% |
13/08/2024 | 0,62% | 1,64 CHF | 1,65 CHF | 42 000 | 42 000 | 42 000 | 42 000 | 68 083 CHF | 68 503 CHF | 100,00% | 100,00% |
12/08/2024 | 0,62% | 1,61 CHF | 1,62 CHF | 42 000 | 42 000 | 42 000 | 42 000 | 67 183 CHF | 67 603 CHF | 98,84% | 98,84% |
09/08/2024 | 0,64% | 1,55 CHF | 1,56 CHF | 42 000 | 42 000 | 42 190 | 42 190 | 66 060 CHF | 66 482 CHF | 100,00% | 100,00% |
08/08/2024 | 0,67% | 1,53 CHF | 1,54 CHF | 43 000 | 43 000 | 43 000 | 43 000 | 64 060 CHF | 64 490 CHF | 99,94% | 99,94% |
07/08/2024 | 0,65% | 1,56 CHF | 1,57 CHF | 42 000 | 42 000 | 42 516 | 42 516 | 65 611 CHF | 66 036 CHF | 100,00% | 100,00% |
06/08/2024 | 0,70% | 1,45 CHF | 1,46 CHF | 43 000 | 43 000 | 43 650 | 43 650 | 62 467 CHF | 62 903 CHF | 99,84% | 99,84% |
02/08/2024 | 0,65% | 1,52 CHF | 1,53 CHF | 43 000 | 43 000 | 42 727 | 42 727 | 65 500 CHF | 65 928 CHF | 99,84% | 99,84% |
31/07/2024 | 0,60% | 1,67 CHF | 1,68 CHF | 41 000 | 41 000 | 41 343 | 41 343 | 69 062 CHF | 69 476 CHF | 36,78% | 36,78% |