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% | 1,70 CHF | 1,71 CHF | 125 000 | 125 000 | 125 553 | 125 553 | 211 808 CHF | 213 064 CHF | 100,00% | 100,00% |
14/08/2024 | 0,62% | 1,64 CHF | 1,65 CHF | 127 000 | 127 000 | 127 577 | 127 577 | 205 455 CHF | 206 731 CHF | 99,27% | 99,27% |
13/08/2024 | 0,64% | 1,57 CHF | 1,58 CHF | 129 000 | 129 000 | 128 925 | 128 925 | 201 326 CHF | 202 616 CHF | 100,00% | 100,00% |
12/08/2024 | 0,64% | 1,56 CHF | 1,57 CHF | 129 000 | 129 000 | 128 854 | 128 854 | 201 315 CHF | 202 603 CHF | 98,85% | 98,85% |
09/08/2024 | 0,65% | 1,53 CHF | 1,54 CHF | 130 000 | 130 000 | 129 463 | 129 463 | 199 417 CHF | 200 711 CHF | 99,98% | 99,98% |
08/08/2024 | 0,69% | 1,50 CHF | 1,51 CHF | 131 000 | 131 000 | 132 276 | 132 276 | 191 386 CHF | 192 709 CHF | 99,95% | 99,95% |
07/08/2024 | 0,65% | 1,57 CHF | 1,58 CHF | 129 000 | 129 000 | 129 957 | 129 957 | 198 347 CHF | 199 647 CHF | 99,95% | 99,95% |
06/08/2024 | 0,69% | 1,45 CHF | 1,46 CHF | 132 000 | 132 000 | 132 260 | 132 260 | 191 404 CHF | 192 727 CHF | 99,90% | 99,90% |
02/08/2024 | 0,63% | 1,55 CHF | 1,56 CHF | 129 000 | 129 000 | 128 286 | 128 286 | 203 530 CHF | 204 812 CHF | 98,57% | 98,57% |
31/07/2024 | 0,57% | 1,75 CHF | 1,76 CHF | 124 000 | 124 000 | 124 001 | 124 001 | 217 137 CHF | 218 377 CHF | 36,81% | 36,81% |