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 | 0,58% | 1,75 CHF | 1,76 CHF | 125 000 | 125 000 | 125 553 | 125 553 | 217 278 CHF | 218 534 CHF | 99,99% | 99,99% |
14/08/2024 | 0,60% | 1,69 CHF | 1,70 CHF | 127 000 | 127 000 | 127 577 | 127 577 | 210 853 CHF | 212 129 CHF | 99,26% | 99,26% |
13/08/2024 | 0,62% | 1,61 CHF | 1,62 CHF | 129 000 | 129 000 | 128 925 | 128 925 | 206 734 CHF | 208 023 CHF | 100,00% | 100,00% |
12/08/2024 | 0,62% | 1,61 CHF | 1,62 CHF | 129 000 | 129 000 | 128 854 | 128 854 | 206 747 CHF | 208 035 CHF | 98,84% | 98,84% |
09/08/2024 | 0,63% | 1,57 CHF | 1,58 CHF | 130 000 | 130 000 | 129 463 | 129 463 | 204 839 CHF | 206 134 CHF | 100,00% | 100,00% |
08/08/2024 | 0,67% | 1,54 CHF | 1,55 CHF | 131 000 | 131 000 | 132 277 | 132 277 | 196 843 CHF | 198 166 CHF | 99,91% | 99,91% |
07/08/2024 | 0,64% | 1,61 CHF | 1,62 CHF | 129 000 | 129 000 | 129 957 | 129 957 | 203 757 CHF | 205 057 CHF | 99,99% | 99,99% |
06/08/2024 | 0,67% | 1,49 CHF | 1,50 CHF | 132 000 | 132 000 | 132 261 | 132 261 | 196 848 CHF | 198 170 CHF | 99,84% | 99,84% |
02/08/2024 | 0,61% | 1,59 CHF | 1,60 CHF | 129 000 | 129 000 | 128 287 | 128 287 | 208 930 CHF | 210 213 CHF | 98,56% | 98,56% |
31/07/2024 | 0,56% | 1,80 CHF | 1,81 CHF | 124 000 | 124 000 | 124 001 | 124 001 | 222 419 CHF | 223 659 CHF | 36,80% | 36,80% |