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 | 0,82% | 1,25 CHF | 1,26 CHF | 52 000 | 52 000 | 52 645 | 52 645 | 63 922 CHF | 64 448 CHF | 99,99% | 99,99% |
14/08/2024 | 0,85% | 1,17 CHF | 1,18 CHF | 53 000 | 53 000 | 53 000 | 53 000 | 61 832 CHF | 62 362 CHF | 99,27% | 99,27% |
13/08/2024 | 0,88% | 1,13 CHF | 1,14 CHF | 53 000 | 53 000 | 53 429 | 53 429 | 60 178 CHF | 60 712 CHF | 100,00% | 100,00% |
12/08/2024 | 0,87% | 1,13 CHF | 1,14 CHF | 53 000 | 53 000 | 52 966 | 52 966 | 60 657 CHF | 61 187 CHF | 99,24% | 99,24% |
09/08/2024 | 0,86% | 1,14 CHF | 1,15 CHF | 54 000 | 54 000 | 53 350 | 53 350 | 61 980 CHF | 62 514 CHF | 99,98% | 99,98% |
08/08/2024 | 0,90% | 1,14 CHF | 1,15 CHF | 54 000 | 54 000 | 53 996 | 53 996 | 59 690 CHF | 60 230 CHF | 99,93% | 99,93% |
07/08/2024 | 0,87% | 1,19 CHF | 1,20 CHF | 53 000 | 53 000 | 53 707 | 53 707 | 61 448 CHF | 61 985 CHF | 99,99% | 99,99% |
06/08/2024 | 0,98% | 1,00 CHF | 1,01 CHF | 56 000 | 56 000 | 55 353 | 55 353 | 56 052 CHF | 56 605 CHF | 99,73% | 99,73% |
02/08/2024 | 0,82% | 1,12 CHF | 1,13 CHF | 54 000 | 54 000 | 53 035 | 53 035 | 64 371 CHF | 64 901 CHF | 99,76% | 99,76% |
30/07/2024 | 0,61% | 1,64 CHF | 1,65 CHF | 49 000 | 49 000 | 48 971 | 48 971 | 80 422 CHF | 80 912 CHF | 99,99% | 99,99% |