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 | 0,63% | 1,62 CHF | 1,63 CHF | 84 000 | 84 000 | 84 657 | 84 657 | 133 194 CHF | 134 040 CHF | 100,00% | 100,00% |
14/08/2024 | 0,66% | 1,52 CHF | 1,53 CHF | 85 000 | 85 000 | 85 452 | 85 452 | 129 283 CHF | 130 138 CHF | 99,69% | 99,69% |
13/08/2024 | 0,66% | 1,50 CHF | 1,51 CHF | 86 000 | 86 000 | 85 865 | 85 865 | 129 951 CHF | 130 810 CHF | 99,73% | 99,73% |
12/08/2024 | 0,65% | 1,55 CHF | 1,56 CHF | 85 000 | 85 000 | 85 143 | 85 143 | 131 226 CHF | 132 078 CHF | 99,23% | 99,23% |
09/08/2024 | 0,67% | 1,50 CHF | 1,51 CHF | 86 000 | 86 000 | 86 298 | 86 298 | 128 984 CHF | 129 847 CHF | 99,97% | 99,97% |
08/08/2024 | 0,70% | 1,46 CHF | 1,47 CHF | 87 000 | 87 000 | 87 751 | 87 751 | 125 602 CHF | 126 480 CHF | 99,99% | 99,99% |
07/08/2024 | 0,71% | 1,47 CHF | 1,48 CHF | 87 000 | 87 000 | 88 022 | 88 022 | 124 184 CHF | 125 064 CHF | 100,00% | 100,00% |
06/08/2024 | 0,79% | 1,30 CHF | 1,31 CHF | 90 000 | 90 000 | 90 952 | 90 952 | 114 853 CHF | 115 763 CHF | 99,92% | 99,92% |
02/08/2024 | 0,64% | 1,47 CHF | 1,48 CHF | 87 000 | 87 000 | 85 966 | 85 966 | 132 902 CHF | 133 762 CHF | 99,85% | 99,85% |
30/07/2024 | 0,62% | 1,60 CHF | 1,61 CHF | 84 000 | 84 000 | 84 002 | 84 002 | 134 146 CHF | 134 986 CHF | 100,00% | 100,00% |