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 | 0,82% | 1,25 CHF | 1,26 CHF | 56 000 | 56 000 | 55 254 | 55 254 | 67 016 CHF | 67 568 CHF | 99,99% | 99,99% |
14/08/2024 | 0,83% | 1,21 CHF | 1,22 CHF | 56 000 | 56 000 | 54 536 | 54 536 | 65 749 CHF | 66 294 CHF | 99,69% | 99,69% |
13/08/2024 | 0,77% | 1,30 CHF | 1,31 CHF | 55 000 | 55 000 | 53 563 | 53 563 | 69 528 CHF | 70 064 CHF | 99,74% | 99,74% |
12/08/2024 | 0,76% | 1,32 CHF | 1,33 CHF | 55 000 | 55 000 | 53 552 | 53 552 | 70 170 CHF | 70 706 CHF | 99,08% | 99,08% |
09/08/2024 | 0,75% | 1,29 CHF | 1,30 CHF | 55 000 | 55 000 | 53 450 | 53 450 | 71 017 CHF | 71 551 CHF | 99,98% | 99,98% |
08/08/2024 | 0,79% | 1,29 CHF | 1,30 CHF | 55 000 | 55 000 | 54 403 | 54 403 | 68 359 CHF | 68 903 CHF | 99,98% | 99,98% |
07/08/2024 | 0,78% | 1,29 CHF | 1,30 CHF | 55 000 | 55 000 | 54 232 | 54 232 | 69 292 CHF | 69 835 CHF | 99,98% | 99,98% |
06/08/2024 | 0,81% | 1,26 CHF | 1,27 CHF | 56 000 | 56 000 | 55 061 | 55 061 | 68 040 CHF | 68 590 CHF | 99,95% | 99,95% |
02/08/2024 | 0,72% | 1,30 CHF | 1,31 CHF | 55 000 | 55 000 | 52 848 | 52 848 | 72 792 CHF | 73 320 CHF | 99,93% | 99,93% |
30/07/2024 | 0,74% | 1,36 CHF | 1,37 CHF | 53 000 | 53 000 | 52 226 | 52 226 | 70 232 CHF | 70 754 CHF | 100,00% | 100,00% |