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 | 0,71% | 1,40 CHF | 1,41 CHF | 112 000 | 112 000 | 110 506 | 110 506 | 155 381 CHF | 156 486 CHF | 100,00% | 100,00% |
14/08/2024 | 0,71% | 1,41 CHF | 1,42 CHF | 112 000 | 112 000 | 109 072 | 109 072 | 154 007 CHF | 155 098 CHF | 99,69% | 99,69% |
13/08/2024 | 0,73% | 1,37 CHF | 1,38 CHF | 110 000 | 110 000 | 107 126 | 107 126 | 146 432 CHF | 147 503 CHF | 99,74% | 99,74% |
12/08/2024 | 0,73% | 1,36 CHF | 1,37 CHF | 110 000 | 110 000 | 107 101 | 107 101 | 145 642 CHF | 146 713 CHF | 99,02% | 99,02% |
09/08/2024 | 0,74% | 1,36 CHF | 1,37 CHF | 110 000 | 110 000 | 106 899 | 106 899 | 143 440 CHF | 144 509 CHF | 99,99% | 99,99% |
08/08/2024 | 0,73% | 1,36 CHF | 1,37 CHF | 110 000 | 110 000 | 108 807 | 108 807 | 147 608 CHF | 148 696 CHF | 100,00% | 100,00% |
07/08/2024 | 0,74% | 1,36 CHF | 1,37 CHF | 110 000 | 110 000 | 108 465 | 108 465 | 146 649 CHF | 147 734 CHF | 100,00% | 100,00% |
06/08/2024 | 0,73% | 1,34 CHF | 1,35 CHF | 112 000 | 112 000 | 110 123 | 110 123 | 149 299 CHF | 150 401 CHF | 99,99% | 99,99% |
02/08/2024 | 0,75% | 1,35 CHF | 1,36 CHF | 110 000 | 110 000 | 105 699 | 105 699 | 140 436 CHF | 141 493 CHF | 99,98% | 99,98% |
30/07/2024 | 0,71% | 1,39 CHF | 1,40 CHF | 106 000 | 106 000 | 104 453 | 104 453 | 146 305 CHF | 147 349 CHF | 100,00% | 100,00% |