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 | 0,75% | 1,37 CHF | 1,38 CHF | 56 000 | 56 000 | 55 257 | 55 257 | 73 737 CHF | 74 290 CHF | 99,98% | 99,98% |
14/08/2024 | 0,75% | 1,33 CHF | 1,34 CHF | 56 000 | 56 000 | 54 536 | 54 536 | 72 348 CHF | 72 893 CHF | 99,69% | 99,69% |
13/08/2024 | 0,70% | 1,42 CHF | 1,43 CHF | 55 000 | 55 000 | 53 563 | 53 563 | 76 015 CHF | 76 550 CHF | 99,74% | 99,74% |
12/08/2024 | 0,70% | 1,44 CHF | 1,45 CHF | 55 000 | 55 000 | 53 550 | 53 550 | 76 656 CHF | 77 191 CHF | 98,97% | 98,97% |
09/08/2024 | 0,69% | 1,41 CHF | 1,42 CHF | 55 000 | 55 000 | 53 450 | 53 450 | 77 400 CHF | 77 934 CHF | 99,99% | 99,99% |
08/08/2024 | 0,72% | 1,41 CHF | 1,42 CHF | 55 000 | 55 000 | 54 403 | 54 403 | 74 848 CHF | 75 392 CHF | 99,97% | 99,97% |
07/08/2024 | 0,71% | 1,41 CHF | 1,42 CHF | 55 000 | 55 000 | 54 233 | 54 233 | 75 779 CHF | 76 321 CHF | 100,00% | 100,00% |
06/08/2024 | 0,74% | 1,37 CHF | 1,38 CHF | 56 000 | 56 000 | 55 061 | 55 061 | 74 563 CHF | 75 113 CHF | 99,93% | 99,93% |
02/08/2024 | 0,67% | 1,42 CHF | 1,43 CHF | 55 000 | 55 000 | 52 849 | 52 849 | 79 141 CHF | 79 669 CHF | 99,94% | 99,94% |
30/07/2024 | 0,68% | 1,49 CHF | 1,50 CHF | 53 000 | 53 000 | 52 227 | 52 227 | 76 655 CHF | 77 178 CHF | 100,00% | 100,00% |