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 | 0,54% | 1,89 CHF | 1,90 CHF | 52 000 | 52 000 | 52 645 | 52 645 | 97 376 CHF | 97 903 CHF | 100,00% | 100,00% |
14/08/2024 | 0,55% | 1,81 CHF | 1,82 CHF | 53 000 | 53 000 | 53 000 | 53 000 | 95 443 CHF | 95 973 CHF | 99,27% | 99,27% |
13/08/2024 | 0,57% | 1,76 CHF | 1,77 CHF | 53 000 | 53 000 | 53 429 | 53 429 | 93 851 CHF | 94 385 CHF | 100,00% | 100,00% |
12/08/2024 | 0,56% | 1,76 CHF | 1,77 CHF | 53 000 | 53 000 | 52 966 | 52 966 | 94 097 CHF | 94 627 CHF | 99,22% | 99,22% |
09/08/2024 | 0,56% | 1,77 CHF | 1,78 CHF | 54 000 | 54 000 | 53 350 | 53 350 | 95 509 CHF | 96 042 CHF | 99,97% | 99,97% |
08/08/2024 | 0,58% | 1,77 CHF | 1,78 CHF | 54 000 | 54 000 | 53 996 | 53 996 | 93 415 CHF | 93 955 CHF | 99,89% | 99,89% |
07/08/2024 | 0,56% | 1,82 CHF | 1,83 CHF | 53 000 | 53 000 | 53 708 | 53 708 | 94 988 CHF | 95 525 CHF | 99,95% | 99,95% |
06/08/2024 | 0,61% | 1,62 CHF | 1,63 CHF | 56 000 | 56 000 | 55 352 | 55 352 | 90 317 CHF | 90 871 CHF | 99,81% | 99,81% |
02/08/2024 | 0,54% | 1,74 CHF | 1,75 CHF | 54 000 | 54 000 | 53 036 | 53 036 | 97 470 CHF | 98 001 CHF | 99,87% | 99,87% |
30/07/2024 | 0,44% | 2,28 CHF | 2,29 CHF | 49 000 | 49 000 | 48 971 | 48 971 | 111 557 CHF | 112 047 CHF | 99,99% | 99,99% |