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 | 0,52% | 1,88 CHF | 1,89 CHF | 56 000 | 56 000 | 55 253 | 55 253 | 105 120 CHF | 105 673 CHF | 100,00% | 100,00% |
14/08/2024 | 0,52% | 1,91 CHF | 1,92 CHF | 56 000 | 56 000 | 54 536 | 54 536 | 104 637 CHF | 105 182 CHF | 99,69% | 99,69% |
13/08/2024 | 0,55% | 1,83 CHF | 1,84 CHF | 55 000 | 55 000 | 53 563 | 53 563 | 97 960 CHF | 98 495 CHF | 99,73% | 99,73% |
12/08/2024 | 0,55% | 1,81 CHF | 1,82 CHF | 55 000 | 55 000 | 53 550 | 53 550 | 97 283 CHF | 97 819 CHF | 98,97% | 98,97% |
09/08/2024 | 0,56% | 1,82 CHF | 1,83 CHF | 55 000 | 55 000 | 53 450 | 53 450 | 95 339 CHF | 95 873 CHF | 100,00% | 100,00% |
08/08/2024 | 0,55% | 1,81 CHF | 1,82 CHF | 55 000 | 55 000 | 54 403 | 54 403 | 99 180 CHF | 99 724 CHF | 99,97% | 99,97% |
07/08/2024 | 0,55% | 1,82 CHF | 1,83 CHF | 55 000 | 55 000 | 54 232 | 54 232 | 98 229 CHF | 98 771 CHF | 99,96% | 99,96% |
06/08/2024 | 0,55% | 1,80 CHF | 1,81 CHF | 56 000 | 56 000 | 55 061 | 55 061 | 100 573 CHF | 101 124 CHF | 99,95% | 99,95% |
02/08/2024 | 0,57% | 1,80 CHF | 1,81 CHF | 55 000 | 55 000 | 52 849 | 52 849 | 92 696 CHF | 93 225 CHF | 99,95% | 99,95% |
30/07/2024 | 0,53% | 1,85 CHF | 1,86 CHF | 53 000 | 53 000 | 52 227 | 52 227 | 97 845 CHF | 98 367 CHF | 100,00% | 100,00% |