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 | 0,78% | 1,33 CHF | 1,34 CHF | 40 000 | 40 000 | 40 101 | 40 101 | 51 415 CHF | 51 816 CHF | 100,00% | 100,00% |
14/08/2024 | 0,84% | 1,22 CHF | 1,23 CHF | 41 000 | 41 000 | 41 000 | 41 000 | 48 829 CHF | 49 239 CHF | 99,26% | 99,26% |
13/08/2024 | 0,91% | 1,11 CHF | 1,12 CHF | 42 000 | 42 000 | 42 000 | 42 000 | 45 867 CHF | 46 287 CHF | 99,99% | 99,99% |
12/08/2024 | 0,93% | 1,08 CHF | 1,09 CHF | 42 000 | 42 000 | 42 000 | 42 000 | 44 967 CHF | 45 387 CHF | 99,59% | 99,59% |
09/08/2024 | 0,96% | 1,02 CHF | 1,03 CHF | 42 000 | 42 000 | 42 190 | 42 190 | 43 743 CHF | 44 165 CHF | 100,00% | 100,00% |
08/08/2024 | 1,03% | 1,00 CHF | 1,01 CHF | 43 000 | 43 000 | 43 000 | 43 000 | 41 358 CHF | 41 788 CHF | 99,97% | 99,97% |
07/08/2024 | 0,98% | 1,03 CHF | 1,04 CHF | 42 000 | 42 000 | 42 517 | 42 517 | 43 121 CHF | 43 546 CHF | 99,97% | 99,97% |
06/08/2024 | 1,10% | 0,92 CHF | 0,93 CHF | 43 000 | 43 000 | 43 650 | 43 650 | 39 415 CHF | 39 852 CHF | 99,92% | 99,92% |
02/08/2024 | 0,99% | 0,99 CHF | 1,00 CHF | 43 000 | 43 000 | 42 726 | 42 726 | 42 952 CHF | 43 379 CHF | 99,86% | 99,86% |
31/07/2024 | 0,87% | 1,14 CHF | 1,15 CHF | 41 000 | 41 000 | 41 344 | 41 344 | 47 276 CHF | 47 690 CHF | 36,77% | 36,77% |