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% | 1,96 CHF | 1,97 CHF | 35 000 | 35 000 | 35 432 | 35 432 | 69 972 CHF | 70 327 CHF | 100,00% | 100,00% |
14/08/2024 | 0,51% | 1,98 CHF | 1,99 CHF | 35 000 | 35 000 | 35 015 | 35 015 | 69 090 CHF | 69 441 CHF | 99,26% | 99,26% |
13/08/2024 | 0,50% | 1,98 CHF | 1,99 CHF | 35 000 | 35 000 | 35 368 | 35 368 | 70 138 CHF | 70 492 CHF | 100,00% | 100,00% |
12/08/2024 | 0,50% | 1,99 CHF | 2,00 CHF | 36 000 | 36 000 | 35 215 | 35 215 | 69 772 CHF | 70 124 CHF | 98,52% | 98,52% |
09/08/2024 | 0,51% | 1,98 CHF | 1,99 CHF | 35 000 | 35 000 | 35 188 | 35 188 | 69 235 CHF | 69 587 CHF | 100,00% | 100,00% |
08/08/2024 | 0,50% | 1,96 CHF | 1,97 CHF | 35 000 | 35 000 | 35 436 | 35 436 | 70 154 CHF | 70 508 CHF | 100,00% | 100,00% |
07/08/2024 | 0,51% | 1,93 CHF | 1,94 CHF | 35 000 | 35 000 | 35 083 | 35 083 | 68 893 CHF | 69 244 CHF | 100,00% | 100,00% |
06/08/2024 | 0,51% | 1,99 CHF | 2,00 CHF | 36 000 | 36 000 | 35 035 | 35 035 | 68 758 CHF | 69 109 CHF | 99,97% | 99,97% |
02/08/2024 | 0,52% | 1,97 CHF | 1,98 CHF | 35 000 | 35 000 | 34 728 | 34 728 | 66 910 CHF | 67 258 CHF | 99,95% | 99,95% |
31/07/2024 | 0,55% | 1,81 CHF | 1,82 CHF | 33 000 | 33 000 | 33 000 | 33 000 | 59 455 CHF | 59 785 CHF | 40,24% | 40,24% |