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 | 0,61% | 1,62 CHF | 1,63 CHF | 130 000 | 130 000 | 130 018 | 130 018 | 212 682 CHF | 213 982 CHF | 100,00% | 100,00% |
14/08/2024 | 0,64% | 1,63 CHF | 1,64 CHF | 130 000 | 130 000 | 138 564 | 138 564 | 216 709 CHF | 218 095 CHF | 99,27% | 99,27% |
13/08/2024 | 0,67% | 1,51 CHF | 1,52 CHF | 140 000 | 140 000 | 140 000 | 140 000 | 207 918 CHF | 209 318 CHF | 100,00% | 100,00% |
12/08/2024 | 0,68% | 1,48 CHF | 1,49 CHF | 140 000 | 140 000 | 140 000 | 140 000 | 205 616 CHF | 207 016 CHF | 99,39% | 99,39% |
09/08/2024 | 0,68% | 1,49 CHF | 1,50 CHF | 140 000 | 140 000 | 140 000 | 140 000 | 204 380 CHF | 205 780 CHF | 99,99% | 99,99% |
08/08/2024 | 0,75% | 1,41 CHF | 1,42 CHF | 140 000 | 140 000 | 145 710 | 145 710 | 194 922 CHF | 196 379 CHF | 100,00% | 100,00% |
07/08/2024 | 0,66% | 1,50 CHF | 1,51 CHF | 140 000 | 140 000 | 140 000 | 140 000 | 210 116 CHF | 211 516 CHF | 100,00% | 100,00% |
06/08/2024 | 0,73% | 1,35 CHF | 1,36 CHF | 150 000 | 150 000 | 141 104 | 141 104 | 193 888 CHF | 195 299 CHF | 99,94% | 99,94% |
02/08/2024 | 0,62% | 1,60 CHF | 1,61 CHF | 140 000 | 140 000 | 133 882 | 133 882 | 216 373 CHF | 217 712 CHF | 99,97% | 99,97% |
31/07/2024 | 0,58% | 1,73 CHF | 1,74 CHF | 130 000 | 130 000 | 130 000 | 130 000 | 223 047 CHF | 224 347 CHF | 39,27% | 39,27% |