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 | 0,58% | 1,78 CHF | 1,79 CHF | 56 000 | 56 000 | 56 000 | 56 000 | 96 762 CHF | 97 322 CHF | 100,00% | 100,00% |
14/08/2024 | 0,61% | 1,66 CHF | 1,67 CHF | 56 000 | 56 000 | 56 177 | 56 177 | 91 824 CHF | 92 386 CHF | 99,26% | 99,26% |
13/08/2024 | 0,63% | 1,58 CHF | 1,59 CHF | 58 000 | 58 000 | 58 000 | 58 000 | 91 338 CHF | 91 918 CHF | 100,00% | 100,00% |
12/08/2024 | 0,62% | 1,58 CHF | 1,59 CHF | 58 000 | 58 000 | 57 843 | 57 843 | 92 680 CHF | 93 258 CHF | 98,84% | 98,84% |
09/08/2024 | 0,64% | 1,55 CHF | 1,56 CHF | 58 000 | 58 000 | 58 000 | 58 000 | 89 695 CHF | 90 275 CHF | 99,99% | 99,99% |
08/08/2024 | 0,68% | 1,51 CHF | 1,52 CHF | 58 000 | 58 000 | 58 684 | 58 684 | 85 972 CHF | 86 559 CHF | 99,91% | 99,91% |
07/08/2024 | 0,68% | 1,52 CHF | 1,53 CHF | 58 000 | 58 000 | 58 395 | 58 395 | 85 887 CHF | 86 471 CHF | 99,97% | 99,97% |
06/08/2024 | 0,72% | 1,37 CHF | 1,38 CHF | 60 000 | 60 000 | 60 000 | 60 000 | 83 217 CHF | 83 817 CHF | 99,86% | 99,86% |
02/08/2024 | 0,63% | 1,52 CHF | 1,53 CHF | 58 000 | 58 000 | 58 000 | 58 000 | 91 381 CHF | 91 961 CHF | 99,88% | 99,88% |
31/07/2024 | 0,55% | 1,81 CHF | 1,82 CHF | 56 000 | 56 000 | 55 684 | 55 684 | 100 433 CHF | 100 989 CHF | 36,81% | 36,81% |