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 | 0,70% | 1,46 CHF | 1,47 CHF | 52 000 | 52 000 | 52 645 | 52 645 | 74 830 CHF | 75 356 CHF | 99,98% | 99,98% |
14/08/2024 | 0,73% | 1,38 CHF | 1,39 CHF | 53 000 | 53 000 | 53 000 | 53 000 | 72 826 CHF | 73 356 CHF | 99,26% | 99,26% |
13/08/2024 | 0,75% | 1,33 CHF | 1,34 CHF | 53 000 | 53 000 | 53 429 | 53 429 | 71 169 CHF | 71 703 CHF | 100,00% | 100,00% |
12/08/2024 | 0,74% | 1,33 CHF | 1,34 CHF | 53 000 | 53 000 | 52 966 | 52 966 | 71 558 CHF | 72 088 CHF | 99,23% | 99,23% |
09/08/2024 | 0,73% | 1,34 CHF | 1,35 CHF | 54 000 | 54 000 | 53 350 | 53 350 | 72 943 CHF | 73 476 CHF | 99,99% | 99,99% |
08/08/2024 | 0,76% | 1,35 CHF | 1,36 CHF | 54 000 | 54 000 | 53 996 | 53 996 | 70 643 CHF | 71 183 CHF | 99,93% | 99,93% |
07/08/2024 | 0,74% | 1,40 CHF | 1,41 CHF | 53 000 | 53 000 | 53 708 | 53 708 | 72 354 CHF | 72 891 CHF | 99,98% | 99,98% |
06/08/2024 | 0,82% | 1,20 CHF | 1,21 CHF | 56 000 | 56 000 | 55 352 | 55 352 | 67 189 CHF | 67 743 CHF | 99,81% | 99,81% |
02/08/2024 | 0,70% | 1,33 CHF | 1,34 CHF | 54 000 | 54 000 | 53 035 | 53 035 | 75 147 CHF | 75 678 CHF | 99,83% | 99,83% |
30/07/2024 | 0,54% | 1,85 CHF | 1,86 CHF | 49 000 | 49 000 | 48 971 | 48 971 | 90 574 CHF | 91 064 CHF | 99,99% | 99,99% |