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 | 0,73% | 1,40 CHF | 1,41 CHF | 56 000 | 56 000 | 55 253 | 55 253 | 75 147 CHF | 75 700 CHF | 100,00% | 100,00% |
14/08/2024 | 0,74% | 1,36 CHF | 1,37 CHF | 56 000 | 56 000 | 54 536 | 54 536 | 73 733 CHF | 74 278 CHF | 99,69% | 99,69% |
13/08/2024 | 0,69% | 1,44 CHF | 1,45 CHF | 55 000 | 55 000 | 53 563 | 53 563 | 77 371 CHF | 77 906 CHF | 99,74% | 99,74% |
12/08/2024 | 0,68% | 1,46 CHF | 1,47 CHF | 55 000 | 55 000 | 53 551 | 53 551 | 78 007 CHF | 78 542 CHF | 99,02% | 99,02% |
09/08/2024 | 0,68% | 1,43 CHF | 1,44 CHF | 55 000 | 55 000 | 53 450 | 53 450 | 78 791 CHF | 79 325 CHF | 100,00% | 100,00% |
08/08/2024 | 0,71% | 1,44 CHF | 1,45 CHF | 55 000 | 55 000 | 54 403 | 54 403 | 76 224 CHF | 76 768 CHF | 99,97% | 99,97% |
07/08/2024 | 0,70% | 1,44 CHF | 1,45 CHF | 55 000 | 55 000 | 54 233 | 54 233 | 77 141 CHF | 77 684 CHF | 99,98% | 99,98% |
06/08/2024 | 0,72% | 1,40 CHF | 1,41 CHF | 56 000 | 56 000 | 55 061 | 55 061 | 75 927 CHF | 76 477 CHF | 99,94% | 99,94% |
02/08/2024 | 0,65% | 1,45 CHF | 1,46 CHF | 55 000 | 55 000 | 52 848 | 52 848 | 80 520 CHF | 81 049 CHF | 99,92% | 99,92% |
30/07/2024 | 0,67% | 1,51 CHF | 1,52 CHF | 53 000 | 53 000 | 52 226 | 52 226 | 78 018 CHF | 78 540 CHF | 99,99% | 99,99% |