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 | 0,59% | 1,75 CHF | 1,76 CHF | 52 000 | 52 000 | 54 630 | 54 630 | 92 059 CHF | 92 606 CHF | 100,00% | 100,00% |
14/08/2024 | 0,60% | 1,65 CHF | 1,66 CHF | 56 000 | 56 000 | 56 000 | 56 000 | 92 358 CHF | 92 918 CHF | 99,26% | 99,26% |
13/08/2024 | 0,62% | 1,63 CHF | 1,64 CHF | 56 000 | 56 000 | 56 000 | 56 000 | 90 601 CHF | 91 161 CHF | 100,00% | 100,00% |
12/08/2024 | 0,62% | 1,62 CHF | 1,63 CHF | 56 000 | 56 000 | 55 996 | 55 996 | 90 729 CHF | 91 289 CHF | 99,15% | 99,15% |
09/08/2024 | 0,62% | 1,60 CHF | 1,61 CHF | 56 000 | 56 000 | 56 000 | 56 000 | 89 497 CHF | 90 057 CHF | 99,99% | 99,99% |
08/08/2024 | 0,64% | 1,58 CHF | 1,59 CHF | 56 000 | 56 000 | 56 000 | 56 000 | 87 541 CHF | 88 101 CHF | 99,96% | 99,96% |
07/08/2024 | 0,63% | 1,61 CHF | 1,62 CHF | 56 000 | 56 000 | 56 000 | 56 000 | 88 692 CHF | 89 252 CHF | 99,97% | 99,97% |
06/08/2024 | 0,67% | 1,50 CHF | 1,51 CHF | 56 000 | 56 000 | 58 030 | 58 030 | 86 325 CHF | 86 905 CHF | 99,85% | 99,85% |
02/08/2024 | 0,59% | 1,63 CHF | 1,64 CHF | 56 000 | 56 000 | 52 605 | 52 605 | 88 936 CHF | 89 462 CHF | 98,88% | 98,88% |
30/07/2024 | 0,51% | 1,96 CHF | 1,97 CHF | 48 000 | 48 000 | 48 000 | 48 000 | 93 910 CHF | 94 390 CHF | 99,99% | 99,99% |