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% | 1,45 CHF | 1,46 CHF | 65 000 | 65 000 | 68 287 | 68 287 | 95 832 CHF | 96 515 CHF | 100,00% | 100,00% |
14/08/2024 | 0,72% | 1,37 CHF | 1,38 CHF | 70 000 | 70 000 | 70 000 | 70 000 | 96 258 CHF | 96 958 CHF | 99,26% | 99,26% |
13/08/2024 | 0,74% | 1,36 CHF | 1,37 CHF | 70 000 | 70 000 | 70 000 | 70 000 | 94 414 CHF | 95 114 CHF | 100,00% | 100,00% |
12/08/2024 | 0,74% | 1,35 CHF | 1,36 CHF | 70 000 | 70 000 | 70 000 | 70 000 | 94 447 CHF | 95 147 CHF | 99,13% | 99,13% |
09/08/2024 | 0,75% | 1,34 CHF | 1,35 CHF | 70 000 | 70 000 | 70 000 | 70 000 | 93 304 CHF | 94 004 CHF | 99,99% | 99,99% |
08/08/2024 | 0,76% | 1,32 CHF | 1,33 CHF | 70 000 | 70 000 | 70 000 | 70 000 | 91 326 CHF | 92 026 CHF | 99,99% | 99,99% |
07/08/2024 | 0,75% | 1,34 CHF | 1,35 CHF | 70 000 | 70 000 | 70 000 | 70 000 | 92 460 CHF | 93 160 CHF | 99,98% | 99,98% |
06/08/2024 | 0,80% | 1,25 CHF | 1,26 CHF | 70 000 | 70 000 | 72 540 | 72 540 | 90 132 CHF | 90 857 CHF | 99,95% | 99,95% |
02/08/2024 | 0,71% | 1,36 CHF | 1,37 CHF | 70 000 | 70 000 | 65 747 | 65 747 | 92 353 CHF | 93 010 CHF | 99,89% | 99,89% |
30/07/2024 | 0,62% | 1,62 CHF | 1,63 CHF | 60 000 | 60 000 | 60 000 | 60 000 | 97 155 CHF | 97 755 CHF | 100,00% | 100,00% |