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 | 0,56% | 1,76 CHF | 1,77 CHF | 35 000 | 35 000 | 35 432 | 35 432 | 62 936 CHF | 63 290 CHF | 99,98% | 99,98% |
14/08/2024 | 0,56% | 1,78 CHF | 1,79 CHF | 35 000 | 35 000 | 35 015 | 35 015 | 62 158 CHF | 62 508 CHF | 99,27% | 99,27% |
13/08/2024 | 0,56% | 1,79 CHF | 1,80 CHF | 35 000 | 35 000 | 35 367 | 35 367 | 63 152 CHF | 63 505 CHF | 99,98% | 99,98% |
12/08/2024 | 0,56% | 1,79 CHF | 1,80 CHF | 36 000 | 36 000 | 35 215 | 35 215 | 62 783 CHF | 63 135 CHF | 98,55% | 98,55% |
09/08/2024 | 0,56% | 1,78 CHF | 1,79 CHF | 35 000 | 35 000 | 35 187 | 35 187 | 62 228 CHF | 62 580 CHF | 100,00% | 100,00% |
08/08/2024 | 0,56% | 1,76 CHF | 1,77 CHF | 35 000 | 35 000 | 35 437 | 35 437 | 63 091 CHF | 63 445 CHF | 99,97% | 99,97% |
07/08/2024 | 0,56% | 1,73 CHF | 1,74 CHF | 35 000 | 35 000 | 35 083 | 35 083 | 61 942 CHF | 62 293 CHF | 100,00% | 100,00% |
06/08/2024 | 0,57% | 1,79 CHF | 1,80 CHF | 36 000 | 36 000 | 35 035 | 35 035 | 61 808 CHF | 62 158 CHF | 99,98% | 99,98% |
02/08/2024 | 0,58% | 1,77 CHF | 1,78 CHF | 35 000 | 35 000 | 34 728 | 34 728 | 59 996 CHF | 60 344 CHF | 99,94% | 99,94% |
31/07/2024 | 0,62% | 1,62 CHF | 1,63 CHF | 33 000 | 33 000 | 33 000 | 33 000 | 52 870 CHF | 53 200 CHF | 40,24% | 40,24% |