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 | 0,55% | 1,81 CHF | 1,82 CHF | 92 000 | 92 000 | 93 239 | 93 239 | 170 283 CHF | 171 215 CHF | 100,00% | 100,00% |
14/08/2024 | 0,54% | 1,85 CHF | 1,86 CHF | 94 000 | 94 000 | 94 437 | 94 437 | 174 707 CHF | 175 652 CHF | 99,69% | 99,69% |
13/08/2024 | 0,53% | 1,87 CHF | 1,88 CHF | 96 000 | 96 000 | 95 794 | 95 794 | 180 389 CHF | 181 347 CHF | 99,74% | 99,74% |
12/08/2024 | 0,54% | 1,87 CHF | 1,88 CHF | 96 000 | 96 000 | 95 316 | 95 316 | 176 191 CHF | 177 145 CHF | 99,24% | 99,24% |
09/08/2024 | 0,54% | 1,85 CHF | 1,86 CHF | 96 000 | 96 000 | 95 207 | 95 207 | 174 350 CHF | 175 302 CHF | 99,98% | 99,98% |
08/08/2024 | 0,55% | 1,83 CHF | 1,84 CHF | 96 000 | 96 000 | 95 608 | 95 608 | 174 076 CHF | 175 032 CHF | 99,97% | 99,97% |
07/08/2024 | 0,56% | 1,78 CHF | 1,79 CHF | 94 000 | 94 000 | 93 980 | 93 980 | 166 735 CHF | 167 675 CHF | 99,99% | 99,99% |
06/08/2024 | 0,55% | 1,79 CHF | 1,80 CHF | 96 000 | 96 000 | 95 898 | 95 898 | 172 621 CHF | 173 580 CHF | 99,32% | 99,32% |
02/08/2024 | 0,57% | 1,73 CHF | 1,74 CHF | 94 000 | 94 000 | 93 067 | 93 067 | 161 739 CHF | 162 670 CHF | 99,99% | 99,99% |
30/07/2024 | 0,58% | 1,72 CHF | 1,73 CHF | 90 000 | 90 000 | 89 630 | 89 630 | 153 693 CHF | 154 590 CHF | 100,00% | 100,00% |