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 | 0,63% | 1,63 CHF | 1,64 CHF | 40 000 | 40 000 | 40 101 | 40 101 | 63 445 CHF | 63 846 CHF | 100,00% | 100,00% |
14/08/2024 | 0,67% | 1,52 CHF | 1,53 CHF | 41 000 | 41 000 | 41 000 | 41 000 | 61 171 CHF | 61 581 CHF | 99,27% | 99,27% |
13/08/2024 | 0,72% | 1,41 CHF | 1,42 CHF | 42 000 | 42 000 | 42 000 | 42 000 | 58 467 CHF | 58 887 CHF | 99,99% | 99,99% |
12/08/2024 | 0,73% | 1,38 CHF | 1,39 CHF | 42 000 | 42 000 | 42 000 | 42 000 | 57 567 CHF | 57 987 CHF | 98,84% | 98,84% |
09/08/2024 | 0,75% | 1,32 CHF | 1,33 CHF | 42 000 | 42 000 | 42 190 | 42 190 | 56 400 CHF | 56 822 CHF | 100,00% | 100,00% |
08/08/2024 | 0,79% | 1,30 CHF | 1,31 CHF | 43 000 | 43 000 | 43 000 | 43 000 | 54 258 CHF | 54 688 CHF | 99,97% | 99,97% |
07/08/2024 | 0,76% | 1,33 CHF | 1,34 CHF | 42 000 | 42 000 | 42 516 | 42 516 | 55 875 CHF | 56 301 CHF | 99,98% | 99,98% |
06/08/2024 | 0,83% | 1,22 CHF | 1,23 CHF | 43 000 | 43 000 | 43 649 | 43 649 | 52 509 CHF | 52 946 CHF | 99,92% | 99,92% |
02/08/2024 | 0,76% | 1,29 CHF | 1,30 CHF | 43 000 | 43 000 | 42 726 | 42 726 | 55 769 CHF | 56 197 CHF | 99,86% | 99,86% |
31/07/2024 | 0,69% | 1,44 CHF | 1,45 CHF | 41 000 | 41 000 | 41 342 | 41 342 | 59 677 CHF | 60 091 CHF | 36,77% | 36,77% |