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 | 0,80% | 1,23 CHF | 1,24 CHF | 35 000 | 35 000 | 35 432 | 35 432 | 44 366 CHF | 44 720 CHF | 100,00% | 100,00% |
14/08/2024 | 0,80% | 1,26 CHF | 1,27 CHF | 35 000 | 35 000 | 35 015 | 35 015 | 43 799 CHF | 44 149 CHF | 99,26% | 99,26% |
13/08/2024 | 0,79% | 1,26 CHF | 1,27 CHF | 35 000 | 35 000 | 35 367 | 35 367 | 44 596 CHF | 44 950 CHF | 100,00% | 100,00% |
12/08/2024 | 0,79% | 1,26 CHF | 1,27 CHF | 36 000 | 36 000 | 35 215 | 35 215 | 44 304 CHF | 44 656 CHF | 98,53% | 98,53% |
09/08/2024 | 0,80% | 1,25 CHF | 1,26 CHF | 35 000 | 35 000 | 35 187 | 35 187 | 43 729 CHF | 44 081 CHF | 99,99% | 99,99% |
08/08/2024 | 0,79% | 1,23 CHF | 1,24 CHF | 35 000 | 35 000 | 35 437 | 35 437 | 44 503 CHF | 44 857 CHF | 100,00% | 100,00% |
07/08/2024 | 0,80% | 1,21 CHF | 1,22 CHF | 35 000 | 35 000 | 35 083 | 35 083 | 43 513 CHF | 43 864 CHF | 100,00% | 100,00% |
06/08/2024 | 0,80% | 1,27 CHF | 1,28 CHF | 36 000 | 36 000 | 35 034 | 35 034 | 43 436 CHF | 43 786 CHF | 99,93% | 99,93% |
02/08/2024 | 0,83% | 1,24 CHF | 1,25 CHF | 35 000 | 35 000 | 34 728 | 34 728 | 41 767 CHF | 42 115 CHF | 99,93% | 99,93% |
31/07/2024 | 0,92% | 1,09 CHF | 1,10 CHF | 33 000 | 33 000 | 33 000 | 33 000 | 35 550 CHF | 35 880 CHF | 40,24% | 40,24% |