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 | 0,51% | 2,07 CHF | 2,08 CHF | 75 000 | 75 000 | 75 513 | 75 513 | 147 480 CHF | 148 236 CHF | 100,00% | 100,00% |
14/08/2024 | 0,52% | 1,92 CHF | 1,93 CHF | 75 000 | 75 000 | 75 361 | 75 361 | 144 218 CHF | 144 971 CHF | 99,27% | 99,27% |
13/08/2024 | 0,56% | 1,84 CHF | 1,85 CHF | 77 000 | 77 000 | 77 000 | 77 000 | 138 220 CHF | 138 990 CHF | 100,00% | 100,00% |
12/08/2024 | 0,55% | 1,81 CHF | 1,82 CHF | 77 000 | 77 000 | 77 000 | 77 000 | 138 678 CHF | 139 448 CHF | 98,52% | 98,52% |
09/08/2024 | 0,58% | 1,73 CHF | 1,74 CHF | 79 000 | 79 000 | 78 439 | 78 439 | 135 788 CHF | 136 572 CHF | 99,96% | 99,96% |
08/08/2024 | 0,63% | 1,68 CHF | 1,69 CHF | 79 000 | 79 000 | 80 290 | 80 290 | 126 808 CHF | 127 611 CHF | 99,98% | 99,98% |
07/08/2024 | 0,61% | 1,68 CHF | 1,69 CHF | 79 000 | 79 000 | 79 289 | 79 289 | 129 889 CHF | 130 682 CHF | 99,99% | 99,99% |
06/08/2024 | 0,66% | 1,54 CHF | 1,55 CHF | 81 000 | 81 000 | 80 946 | 80 946 | 122 038 CHF | 122 848 CHF | 99,84% | 99,84% |
02/08/2024 | 0,53% | 1,78 CHF | 1,79 CHF | 77 000 | 77 000 | 76 749 | 76 749 | 143 942 CHF | 144 709 CHF | 99,72% | 99,72% |
31/07/2024 | 0,46% | 2,13 CHF | 2,14 CHF | 73 000 | 73 000 | 73 000 | 73 000 | 158 669 CHF | 159 399 CHF | 39,24% | 39,24% |