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 | 0,74% | 1,40 CHF | 1,41 CHF | 65 000 | 65 000 | 68 287 | 68 287 | 91 841 CHF | 92 524 CHF | 99,98% | 99,98% |
14/08/2024 | 0,76% | 1,32 CHF | 1,33 CHF | 70 000 | 70 000 | 70 000 | 70 000 | 92 144 CHF | 92 844 CHF | 99,27% | 99,27% |
13/08/2024 | 0,77% | 1,30 CHF | 1,31 CHF | 70 000 | 70 000 | 70 000 | 70 000 | 90 301 CHF | 91 001 CHF | 100,00% | 100,00% |
12/08/2024 | 0,77% | 1,29 CHF | 1,30 CHF | 70 000 | 70 000 | 69 995 | 69 995 | 90 318 CHF | 91 018 CHF | 99,14% | 99,14% |
09/08/2024 | 0,78% | 1,28 CHF | 1,29 CHF | 70 000 | 70 000 | 70 000 | 70 000 | 89 214 CHF | 89 914 CHF | 99,99% | 99,99% |
08/08/2024 | 0,80% | 1,26 CHF | 1,27 CHF | 70 000 | 70 000 | 70 000 | 70 000 | 87 265 CHF | 87 965 CHF | 99,97% | 99,97% |
07/08/2024 | 0,79% | 1,28 CHF | 1,29 CHF | 70 000 | 70 000 | 70 000 | 70 000 | 88 414 CHF | 89 114 CHF | 99,99% | 99,99% |
06/08/2024 | 0,84% | 1,19 CHF | 1,20 CHF | 70 000 | 70 000 | 72 539 | 72 539 | 85 947 CHF | 86 672 CHF | 99,91% | 99,91% |
02/08/2024 | 0,74% | 1,30 CHF | 1,31 CHF | 70 000 | 70 000 | 65 749 | 65 749 | 88 550 CHF | 89 207 CHF | 99,91% | 99,91% |
30/07/2024 | 0,64% | 1,56 CHF | 1,57 CHF | 60 000 | 60 000 | 60 000 | 60 000 | 93 703 CHF | 94 303 CHF | 100,00% | 100,00% |