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 | 0,80% | 1,30 CHF | 1,31 CHF | 30 000 | 30 000 | 30 000 | 30 000 | 37 179 CHF | 37 479 CHF | 99,43% | 99,43% |
14/08/2024 | 0,85% | 1,18 CHF | 1,19 CHF | 30 000 | 30 000 | 30 000 | 30 000 | 35 320 CHF | 35 620 CHF | 82,70% | 82,70% |
13/08/2024 | 0,87% | 1,15 CHF | 1,16 CHF | 30 000 | 30 000 | 30 000 | 30 000 | 34 158 CHF | 34 458 CHF | 91,35% | 91,35% |
12/08/2024 | 0,86% | 1,16 CHF | 1,17 CHF | 30 000 | 30 000 | 30 000 | 30 000 | 34 894 CHF | 35 194 CHF | 99,57% | 99,57% |
09/08/2024 | 0,88% | 1,14 CHF | 1,15 CHF | 30 000 | 30 000 | 30 000 | 30 000 | 33 890 CHF | 34 190 CHF | 99,17% | 99,17% |
08/08/2024 | 0,92% | 1,11 CHF | 1,12 CHF | 30 000 | 30 000 | 30 000 | 30 000 | 32 313 CHF | 32 613 CHF | 95,13% | 95,13% |
07/08/2024 | 0,90% | 1,11 CHF | 1,12 CHF | 30 000 | 30 000 | 30 000 | 30 000 | 33 050 CHF | 33 350 CHF | 98,97% | 98,97% |
06/08/2024 | 0,97% | 1,04 CHF | 1,05 CHF | 30 000 | 30 000 | 30 000 | 30 000 | 30 872 CHF | 31 172 CHF | 97,33% | 97,33% |
02/08/2024 | 0,82% | 1,12 CHF | 1,13 CHF | 30 000 | 30 000 | 30 000 | 30 000 | 36 547 CHF | 36 847 CHF | 95,75% | 95,75% |
30/07/2024 | 0,67% | 1,49 CHF | 1,50 CHF | 30 000 | 30 000 | 30 000 | 30 000 | 44 521 CHF | 44 821 CHF | 95,81% | 95,81% |