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 | 0,71% | 1,46 CHF | 1,47 CHF | 40 000 | 40 000 | 40 101 | 40 101 | 56 361 CHF | 56 762 CHF | 100,00% | 100,00% |
14/08/2024 | 0,76% | 1,34 CHF | 1,35 CHF | 41 000 | 41 000 | 41 000 | 41 000 | 53 924 CHF | 54 334 CHF | 99,26% | 99,26% |
13/08/2024 | 0,82% | 1,23 CHF | 1,24 CHF | 42 000 | 42 000 | 42 000 | 42 000 | 51 042 CHF | 51 462 CHF | 99,99% | 99,99% |
12/08/2024 | 0,83% | 1,21 CHF | 1,22 CHF | 42 000 | 42 000 | 42 000 | 42 000 | 50 134 CHF | 50 554 CHF | 98,83% | 98,83% |
09/08/2024 | 0,86% | 1,15 CHF | 1,16 CHF | 42 000 | 42 000 | 42 190 | 42 190 | 48 966 CHF | 49 388 CHF | 99,99% | 99,99% |
08/08/2024 | 0,92% | 1,12 CHF | 1,13 CHF | 43 000 | 43 000 | 43 000 | 43 000 | 46 641 CHF | 47 071 CHF | 99,94% | 99,94% |
07/08/2024 | 0,88% | 1,15 CHF | 1,16 CHF | 42 000 | 42 000 | 42 517 | 42 517 | 48 358 CHF | 48 783 CHF | 99,99% | 99,99% |
06/08/2024 | 0,97% | 1,04 CHF | 1,05 CHF | 43 000 | 43 000 | 43 650 | 43 650 | 44 771 CHF | 45 208 CHF | 99,85% | 99,85% |
02/08/2024 | 0,88% | 1,11 CHF | 1,12 CHF | 43 000 | 43 000 | 42 727 | 42 727 | 48 191 CHF | 48 618 CHF | 99,90% | 99,90% |
31/07/2024 | 0,79% | 1,26 CHF | 1,27 CHF | 41 000 | 41 000 | 41 344 | 41 344 | 52 347 CHF | 52 760 CHF | 36,78% | 36,78% |