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 | 0,74% | 1,35 CHF | 1,36 CHF | 25 000 | 25 000 | 24 765 | 24 765 | 33 826 CHF | 34 073 CHF | 100,00% | 100,00% |
14/08/2024 | 0,78% | 1,36 CHF | 1,37 CHF | 25 000 | 25 000 | 25 469 | 25 469 | 32 972 CHF | 33 227 CHF | 100,00% | 100,00% |
13/08/2024 | 0,83% | 1,24 CHF | 1,25 CHF | 26 000 | 26 000 | 25 757 | 25 757 | 31 336 CHF | 31 594 CHF | 99,82% | 99,82% |
12/08/2024 | 0,84% | 1,21 CHF | 1,22 CHF | 26 000 | 26 000 | 25 755 | 25 755 | 30 898 CHF | 31 156 CHF | 100,00% | 100,00% |
09/08/2024 | 0,84% | 1,22 CHF | 1,23 CHF | 26 000 | 26 000 | 25 733 | 25 733 | 30 748 CHF | 31 006 CHF | 91,68% | 100,00% |
08/08/2024 | 0,94% | 1,15 CHF | 1,16 CHF | 26 000 | 26 000 | 26 516 | 26 516 | 28 430 CHF | 28 695 CHF | 99,75% | 99,75% |
07/08/2024 | 0,82% | 1,23 CHF | 1,24 CHF | 26 000 | 26 000 | 25 513 | 25 513 | 31 433 CHF | 31 689 CHF | 100,00% | 100,00% |
06/08/2024 | 0,91% | 1,08 CHF | 1,09 CHF | 27 000 | 27 000 | 25 881 | 25 881 | 28 667 CHF | 28 926 CHF | 99,35% | 99,35% |
02/08/2024 | 0,75% | 1,34 CHF | 1,35 CHF | 25 000 | 25 000 | 24 763 | 24 763 | 33 392 CHF | 33 640 CHF | 98,10% | 98,10% |
31/07/2024 | 0,69% | 1,46 CHF | 1,47 CHF | 24 000 | 24 000 | 24 390 | 24 390 | 35 371 CHF | 35 615 CHF | 45,30% | 45,30% |