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 | 0,70% | 1,43 CHF | 1,44 CHF | 25 000 | 25 000 | 24 766 | 24 766 | 35 809 CHF | 36 057 CHF | 100,00% | 100,00% |
14/08/2024 | 0,73% | 1,44 CHF | 1,45 CHF | 25 000 | 25 000 | 25 468 | 25 468 | 35 012 CHF | 35 267 CHF | 100,00% | 100,00% |
13/08/2024 | 0,78% | 1,33 CHF | 1,34 CHF | 26 000 | 26 000 | 25 757 | 25 757 | 33 396 CHF | 33 654 CHF | 99,82% | 99,82% |
12/08/2024 | 0,79% | 1,29 CHF | 1,30 CHF | 26 000 | 26 000 | 25 755 | 25 755 | 32 964 CHF | 33 222 CHF | 100,00% | 100,00% |
09/08/2024 | 0,79% | 1,30 CHF | 1,31 CHF | 26 000 | 26 000 | 25 733 | 25 733 | 32 808 CHF | 33 065 CHF | 91,68% | 100,00% |
08/08/2024 | 0,87% | 1,23 CHF | 1,24 CHF | 26 000 | 26 000 | 26 515 | 26 515 | 30 549 CHF | 30 814 CHF | 99,75% | 99,75% |
07/08/2024 | 0,77% | 1,31 CHF | 1,32 CHF | 26 000 | 26 000 | 25 519 | 25 519 | 33 483 CHF | 33 739 CHF | 100,00% | 100,00% |
06/08/2024 | 0,85% | 1,16 CHF | 1,17 CHF | 27 000 | 27 000 | 25 880 | 25 880 | 30 749 CHF | 31 008 CHF | 97,61% | 97,61% |
02/08/2024 | 0,71% | 1,41 CHF | 1,42 CHF | 25 000 | 25 000 | 24 760 | 24 760 | 35 363 CHF | 35 611 CHF | 97,11% | 97,11% |
31/07/2024 | 0,65% | 1,54 CHF | 1,55 CHF | 24 000 | 24 000 | 24 385 | 24 385 | 37 315 CHF | 37 559 CHF | 45,30% | 45,30% |