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 | 0,60% | 1,65 CHF | 1,66 CHF | 35 000 | 35 000 | 35 432 | 35 432 | 59 096 CHF | 59 450 CHF | 100,00% | 100,00% |
14/08/2024 | 0,60% | 1,67 CHF | 1,68 CHF | 35 000 | 35 000 | 35 015 | 35 015 | 58 358 CHF | 58 708 CHF | 99,27% | 99,27% |
13/08/2024 | 0,59% | 1,68 CHF | 1,69 CHF | 35 000 | 35 000 | 35 367 | 35 367 | 59 353 CHF | 59 707 CHF | 100,00% | 100,00% |
12/08/2024 | 0,60% | 1,68 CHF | 1,69 CHF | 36 000 | 36 000 | 35 215 | 35 215 | 58 986 CHF | 59 338 CHF | 98,53% | 98,53% |
09/08/2024 | 0,60% | 1,67 CHF | 1,68 CHF | 35 000 | 35 000 | 35 188 | 35 188 | 58 382 CHF | 58 734 CHF | 99,99% | 99,99% |
08/08/2024 | 0,60% | 1,65 CHF | 1,66 CHF | 35 000 | 35 000 | 35 437 | 35 437 | 59 227 CHF | 59 581 CHF | 99,97% | 99,97% |
07/08/2024 | 0,60% | 1,62 CHF | 1,63 CHF | 35 000 | 35 000 | 35 083 | 35 083 | 58 120 CHF | 58 471 CHF | 100,00% | 100,00% |
06/08/2024 | 0,60% | 1,68 CHF | 1,69 CHF | 36 000 | 36 000 | 35 034 | 35 034 | 58 001 CHF | 58 352 CHF | 99,95% | 99,95% |
02/08/2024 | 0,62% | 1,66 CHF | 1,67 CHF | 35 000 | 35 000 | 34 728 | 34 728 | 56 207 CHF | 56 555 CHF | 99,96% | 99,96% |
31/07/2024 | 0,67% | 1,51 CHF | 1,52 CHF | 33 000 | 33 000 | 33 000 | 33 000 | 49 239 CHF | 49 569 CHF | 40,24% | 40,24% |