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 | 0,65% | 1,52 CHF | 1,53 CHF | 130 000 | 130 000 | 130 018 | 130 018 | 199 680 CHF | 200 980 CHF | 99,99% | 99,99% |
14/08/2024 | 0,68% | 1,53 CHF | 1,54 CHF | 130 000 | 130 000 | 138 564 | 138 564 | 202 709 CHF | 204 094 CHF | 99,26% | 99,26% |
13/08/2024 | 0,72% | 1,41 CHF | 1,42 CHF | 140 000 | 140 000 | 140 000 | 140 000 | 193 918 CHF | 195 318 CHF | 100,00% | 100,00% |
12/08/2024 | 0,73% | 1,38 CHF | 1,39 CHF | 140 000 | 140 000 | 140 000 | 140 000 | 191 616 CHF | 193 016 CHF | 99,38% | 99,38% |
09/08/2024 | 0,73% | 1,39 CHF | 1,40 CHF | 140 000 | 140 000 | 140 000 | 140 000 | 190 380 CHF | 191 780 CHF | 99,99% | 99,99% |
08/08/2024 | 0,81% | 1,31 CHF | 1,32 CHF | 140 000 | 140 000 | 145 710 | 145 710 | 180 351 CHF | 181 808 CHF | 100,00% | 100,00% |
07/08/2024 | 0,71% | 1,40 CHF | 1,41 CHF | 140 000 | 140 000 | 140 000 | 140 000 | 196 004 CHF | 197 404 CHF | 99,99% | 99,99% |
06/08/2024 | 0,78% | 1,25 CHF | 1,26 CHF | 150 000 | 150 000 | 141 104 | 141 104 | 179 778 CHF | 181 189 CHF | 99,93% | 99,93% |
02/08/2024 | 0,66% | 1,50 CHF | 1,51 CHF | 140 000 | 140 000 | 133 881 | 133 881 | 202 985 CHF | 204 323 CHF | 99,97% | 99,97% |
31/07/2024 | 0,62% | 1,63 CHF | 1,64 CHF | 130 000 | 130 000 | 130 000 | 130 000 | 210 166 CHF | 211 466 CHF | 39,28% | 39,28% |