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 | 0,59% | 1,73 CHF | 1,74 CHF | 56 000 | 56 000 | 55 253 | 55 253 | 93 234 CHF | 93 786 CHF | 100,00% | 100,00% |
14/08/2024 | 0,59% | 1,68 CHF | 1,69 CHF | 56 000 | 56 000 | 54 536 | 54 536 | 91 405 CHF | 91 950 CHF | 99,69% | 99,69% |
13/08/2024 | 0,56% | 1,77 CHF | 1,78 CHF | 55 000 | 55 000 | 53 563 | 53 563 | 94 740 CHF | 95 276 CHF | 99,74% | 99,74% |
12/08/2024 | 0,56% | 1,79 CHF | 1,80 CHF | 55 000 | 55 000 | 53 551 | 53 551 | 95 364 CHF | 95 899 CHF | 98,99% | 98,99% |
09/08/2024 | 0,56% | 1,76 CHF | 1,77 CHF | 55 000 | 55 000 | 53 450 | 53 450 | 95 963 CHF | 96 498 CHF | 100,00% | 100,00% |
08/08/2024 | 0,58% | 1,76 CHF | 1,77 CHF | 55 000 | 55 000 | 54 403 | 54 403 | 93 579 CHF | 94 123 CHF | 99,93% | 99,93% |
07/08/2024 | 0,57% | 1,76 CHF | 1,77 CHF | 55 000 | 55 000 | 54 232 | 54 232 | 94 491 CHF | 95 033 CHF | 99,97% | 99,97% |
06/08/2024 | 0,59% | 1,72 CHF | 1,73 CHF | 56 000 | 56 000 | 55 061 | 55 061 | 93 390 CHF | 93 940 CHF | 99,95% | 99,95% |
02/08/2024 | 0,54% | 1,77 CHF | 1,78 CHF | 55 000 | 55 000 | 52 848 | 52 848 | 97 594 CHF | 98 122 CHF | 99,93% | 99,93% |
30/07/2024 | 0,55% | 1,84 CHF | 1,85 CHF | 53 000 | 53 000 | 52 226 | 52 226 | 95 328 CHF | 95 850 CHF | 100,00% | 100,00% |