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 | 0,83% | 1,17 CHF | 1,18 CHF | 56 000 | 56 000 | 55 253 | 55 253 | 65 979 CHF | 66 532 CHF | 99,99% | 99,99% |
14/08/2024 | 0,82% | 1,21 CHF | 1,22 CHF | 56 000 | 56 000 | 54 536 | 54 536 | 66 196 CHF | 66 741 CHF | 99,69% | 99,69% |
13/08/2024 | 0,89% | 1,13 CHF | 1,14 CHF | 55 000 | 55 000 | 53 563 | 53 563 | 60 253 CHF | 60 789 CHF | 99,74% | 99,74% |
12/08/2024 | 0,90% | 1,11 CHF | 1,12 CHF | 55 000 | 55 000 | 53 551 | 53 551 | 59 546 CHF | 60 082 CHF | 98,98% | 98,98% |
09/08/2024 | 0,92% | 1,12 CHF | 1,13 CHF | 55 000 | 55 000 | 53 450 | 53 450 | 57 904 CHF | 58 438 CHF | 100,00% | 100,00% |
08/08/2024 | 0,88% | 1,11 CHF | 1,12 CHF | 55 000 | 55 000 | 54 403 | 54 403 | 61 476 CHF | 62 020 CHF | 99,97% | 99,97% |
07/08/2024 | 0,89% | 1,12 CHF | 1,13 CHF | 55 000 | 55 000 | 54 233 | 54 233 | 60 529 CHF | 61 072 CHF | 99,99% | 99,99% |
06/08/2024 | 0,88% | 1,11 CHF | 1,12 CHF | 56 000 | 56 000 | 55 061 | 55 061 | 62 584 CHF | 63 135 CHF | 99,99% | 99,99% |
02/08/2024 | 0,95% | 1,11 CHF | 1,12 CHF | 55 000 | 55 000 | 52 848 | 52 848 | 55 499 CHF | 56 027 CHF | 99,94% | 99,94% |
30/07/2024 | 0,87% | 1,13 CHF | 1,14 CHF | 53 000 | 53 000 | 52 226 | 52 226 | 60 114 CHF | 60 636 CHF | 99,99% | 99,99% |