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 | 0,57% | 1,72 CHF | 1,73 CHF | 92 000 | 92 000 | 93 239 | 93 239 | 161 795 CHF | 162 727 CHF | 100,00% | 100,00% |
14/08/2024 | 0,57% | 1,76 CHF | 1,77 CHF | 94 000 | 94 000 | 94 437 | 94 437 | 166 132 CHF | 167 076 CHF | 99,68% | 99,68% |
13/08/2024 | 0,56% | 1,78 CHF | 1,79 CHF | 96 000 | 96 000 | 95 794 | 95 794 | 171 740 CHF | 172 698 CHF | 99,74% | 99,74% |
12/08/2024 | 0,57% | 1,78 CHF | 1,79 CHF | 96 000 | 96 000 | 95 316 | 95 316 | 167 608 CHF | 168 562 CHF | 99,20% | 99,20% |
09/08/2024 | 0,57% | 1,76 CHF | 1,77 CHF | 96 000 | 96 000 | 95 207 | 95 207 | 165 817 CHF | 166 769 CHF | 99,98% | 99,98% |
08/08/2024 | 0,58% | 1,74 CHF | 1,75 CHF | 96 000 | 96 000 | 95 607 | 95 607 | 165 536 CHF | 166 492 CHF | 99,95% | 99,95% |
07/08/2024 | 0,59% | 1,69 CHF | 1,70 CHF | 94 000 | 94 000 | 93 980 | 93 980 | 158 325 CHF | 159 264 CHF | 99,99% | 99,99% |
06/08/2024 | 0,58% | 1,70 CHF | 1,71 CHF | 96 000 | 96 000 | 95 899 | 95 899 | 164 081 CHF | 165 040 CHF | 99,31% | 99,31% |
02/08/2024 | 0,60% | 1,64 CHF | 1,65 CHF | 94 000 | 94 000 | 93 067 | 93 067 | 153 435 CHF | 154 366 CHF | 99,98% | 99,98% |
30/07/2024 | 0,61% | 1,63 CHF | 1,64 CHF | 90 000 | 90 000 | 89 630 | 89 630 | 145 598 CHF | 146 494 CHF | 100,00% | 100,00% |