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% | 1,73 CHF | 1,74 CHF | 56 000 | 56 000 | 56 000 | 56 000 | 93 965 CHF | 94 525 CHF | 100,00% | 100,00% |
14/08/2024 | 0,63% | 1,61 CHF | 1,62 CHF | 56 000 | 56 000 | 56 177 | 56 177 | 89 001 CHF | 89 563 CHF | 99,27% | 99,27% |
13/08/2024 | 0,65% | 1,53 CHF | 1,54 CHF | 58 000 | 58 000 | 58 000 | 58 000 | 88 396 CHF | 88 976 CHF | 100,00% | 100,00% |
12/08/2024 | 0,64% | 1,53 CHF | 1,54 CHF | 58 000 | 58 000 | 57 843 | 57 843 | 89 742 CHF | 90 320 CHF | 98,84% | 98,84% |
09/08/2024 | 0,67% | 1,50 CHF | 1,51 CHF | 58 000 | 58 000 | 58 000 | 58 000 | 86 735 CHF | 87 315 CHF | 99,99% | 99,99% |
08/08/2024 | 0,71% | 1,46 CHF | 1,47 CHF | 58 000 | 58 000 | 58 685 | 58 685 | 82 961 CHF | 83 548 CHF | 99,88% | 99,88% |
07/08/2024 | 0,70% | 1,47 CHF | 1,48 CHF | 58 000 | 58 000 | 58 395 | 58 395 | 82 865 CHF | 83 449 CHF | 100,00% | 100,00% |
06/08/2024 | 0,75% | 1,32 CHF | 1,33 CHF | 60 000 | 60 000 | 60 000 | 60 000 | 80 102 CHF | 80 702 CHF | 99,85% | 99,85% |
02/08/2024 | 0,65% | 1,47 CHF | 1,48 CHF | 58 000 | 58 000 | 58 000 | 58 000 | 88 437 CHF | 89 017 CHF | 99,95% | 99,95% |
31/07/2024 | 0,57% | 1,76 CHF | 1,77 CHF | 56 000 | 56 000 | 55 683 | 55 683 | 97 658 CHF | 98 215 CHF | 36,81% | 36,81% |