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 | 0,62% | 1,59 CHF | 1,60 CHF | 130 000 | 130 000 | 130 018 | 130 018 | 208 843 CHF | 210 144 CHF | 100,00% | 100,00% |
14/08/2024 | 0,65% | 1,60 CHF | 1,61 CHF | 130 000 | 130 000 | 138 564 | 138 564 | 212 337 CHF | 213 722 CHF | 99,27% | 99,27% |
13/08/2024 | 0,69% | 1,48 CHF | 1,49 CHF | 140 000 | 140 000 | 140 000 | 140 000 | 203 428 CHF | 204 828 CHF | 99,93% | 99,93% |
12/08/2024 | 0,69% | 1,45 CHF | 1,46 CHF | 140 000 | 140 000 | 140 000 | 140 000 | 201 174 CHF | 202 574 CHF | 99,32% | 99,32% |
09/08/2024 | 0,70% | 1,46 CHF | 1,47 CHF | 140 000 | 140 000 | 140 000 | 140 000 | 200 054 CHF | 201 454 CHF | 99,99% | 99,99% |
08/08/2024 | 0,76% | 1,38 CHF | 1,39 CHF | 140 000 | 140 000 | 145 711 | 145 711 | 190 159 CHF | 191 616 CHF | 99,99% | 99,99% |
07/08/2024 | 0,68% | 1,46 CHF | 1,47 CHF | 140 000 | 140 000 | 140 000 | 140 000 | 205 697 CHF | 207 097 CHF | 99,99% | 99,99% |
06/08/2024 | 0,74% | 1,32 CHF | 1,33 CHF | 150 000 | 150 000 | 141 105 | 141 105 | 189 240 CHF | 190 651 CHF | 99,95% | 99,95% |
02/08/2024 | 0,63% | 1,57 CHF | 1,58 CHF | 140 000 | 140 000 | 133 880 | 133 880 | 212 387 CHF | 213 726 CHF | 99,96% | 99,96% |
31/07/2024 | 0,59% | 1,70 CHF | 1,71 CHF | 130 000 | 130 000 | 130 000 | 130 000 | 219 290 CHF | 220 590 CHF | 39,27% | 39,27% |