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 | 0,55% | 1,94 CHF | 1,95 CHF | 75 000 | 75 000 | 75 513 | 75 513 | 137 643 CHF | 138 398 CHF | 100,00% | 100,00% |
14/08/2024 | 0,56% | 1,79 CHF | 1,80 CHF | 75 000 | 75 000 | 75 361 | 75 361 | 134 435 CHF | 135 188 CHF | 99,27% | 99,27% |
13/08/2024 | 0,60% | 1,71 CHF | 1,72 CHF | 77 000 | 77 000 | 77 000 | 77 000 | 128 224 CHF | 128 994 CHF | 100,00% | 100,00% |
12/08/2024 | 0,60% | 1,68 CHF | 1,69 CHF | 77 000 | 77 000 | 77 000 | 77 000 | 128 680 CHF | 129 450 CHF | 98,53% | 98,53% |
09/08/2024 | 0,62% | 1,61 CHF | 1,62 CHF | 79 000 | 79 000 | 78 439 | 78 439 | 125 605 CHF | 126 389 CHF | 99,98% | 99,98% |
08/08/2024 | 0,69% | 1,55 CHF | 1,56 CHF | 79 000 | 79 000 | 80 289 | 80 289 | 116 389 CHF | 117 192 CHF | 99,98% | 99,98% |
07/08/2024 | 0,66% | 1,55 CHF | 1,56 CHF | 79 000 | 79 000 | 79 289 | 79 289 | 119 597 CHF | 120 390 CHF | 99,98% | 99,98% |
06/08/2024 | 0,72% | 1,41 CHF | 1,42 CHF | 81 000 | 81 000 | 80 946 | 80 946 | 111 540 CHF | 112 349 CHF | 99,84% | 99,84% |
02/08/2024 | 0,57% | 1,65 CHF | 1,66 CHF | 77 000 | 77 000 | 76 749 | 76 749 | 133 982 CHF | 134 750 CHF | 99,79% | 99,79% |
31/07/2024 | 0,49% | 2,00 CHF | 2,01 CHF | 73 000 | 73 000 | 73 000 | 73 000 | 149 187 CHF | 149 917 CHF | 39,24% | 39,24% |