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 | 25 000 | 25 000 | 24 765 | 24 765 | 38 104 CHF | 38 351 CHF | 100,00% | 100,00% |
14/08/2024 | 0,69% | 1,54 CHF | 1,55 CHF | 25 000 | 25 000 | 25 509 | 25 509 | 37 414 CHF | 37 670 CHF | 100,00% | 100,00% |
13/08/2024 | 0,72% | 1,42 CHF | 1,43 CHF | 26 000 | 26 000 | 25 754 | 25 754 | 35 790 CHF | 36 048 CHF | 98,95% | 98,95% |
12/08/2024 | 0,73% | 1,38 CHF | 1,39 CHF | 26 000 | 26 000 | 25 755 | 25 755 | 35 364 CHF | 35 622 CHF | 100,00% | 100,00% |
09/08/2024 | 0,74% | 1,40 CHF | 1,41 CHF | 26 000 | 26 000 | 25 734 | 25 734 | 35 206 CHF | 35 463 CHF | 91,68% | 100,00% |
08/08/2024 | 0,81% | 1,32 CHF | 1,33 CHF | 26 000 | 26 000 | 26 530 | 26 530 | 33 020 CHF | 33 286 CHF | 99,33% | 99,33% |
07/08/2024 | 0,72% | 1,40 CHF | 1,41 CHF | 26 000 | 26 000 | 25 536 | 25 536 | 35 892 CHF | 36 148 CHF | 97,96% | 97,96% |
06/08/2024 | 0,79% | 1,26 CHF | 1,27 CHF | 27 000 | 27 000 | 25 904 | 25 904 | 33 183 CHF | 33 442 CHF | 98,28% | 98,28% |
02/08/2024 | 0,66% | 1,50 CHF | 1,51 CHF | 25 000 | 25 000 | 24 758 | 24 758 | 37 650 CHF | 37 898 CHF | 96,92% | 96,92% |
31/07/2024 | 0,61% | 1,64 CHF | 1,65 CHF | 24 000 | 24 000 | 24 268 | 24 268 | 39 407 CHF | 39 650 CHF | 45,24% | 45,24% |