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 | 0,64% | 1,56 CHF | 1,57 CHF | 25 000 | 25 000 | 24 766 | 24 766 | 38 896 CHF | 39 144 CHF | 100,00% | 100,00% |
14/08/2024 | 0,67% | 1,57 CHF | 1,58 CHF | 25 000 | 25 000 | 25 513 | 25 513 | 38 226 CHF | 38 481 CHF | 100,00% | 100,00% |
13/08/2024 | 0,71% | 1,45 CHF | 1,46 CHF | 26 000 | 26 000 | 25 757 | 25 757 | 36 626 CHF | 36 884 CHF | 99,99% | 99,99% |
12/08/2024 | 0,72% | 1,41 CHF | 1,42 CHF | 26 000 | 26 000 | 25 755 | 25 755 | 36 174 CHF | 36 432 CHF | 100,00% | 100,00% |
09/08/2024 | 0,72% | 1,43 CHF | 1,44 CHF | 26 000 | 26 000 | 25 733 | 25 733 | 36 039 CHF | 36 297 CHF | 91,55% | 99,88% |
08/08/2024 | 0,79% | 1,35 CHF | 1,36 CHF | 26 000 | 26 000 | 26 521 | 26 521 | 33 879 CHF | 34 144 CHF | 99,98% | 99,98% |
07/08/2024 | 0,70% | 1,43 CHF | 1,44 CHF | 26 000 | 26 000 | 25 505 | 25 505 | 36 668 CHF | 36 923 CHF | 99,31% | 99,31% |
06/08/2024 | 0,77% | 1,29 CHF | 1,30 CHF | 27 000 | 27 000 | 25 887 | 25 887 | 33 987 CHF | 34 246 CHF | 98,33% | 98,33% |
02/08/2024 | 0,65% | 1,53 CHF | 1,54 CHF | 25 000 | 25 000 | 24 759 | 24 759 | 38 455 CHF | 38 703 CHF | 96,85% | 96,85% |
31/07/2024 | 0,60% | 1,67 CHF | 1,68 CHF | 24 000 | 24 000 | 24 307 | 24 307 | 40 245 CHF | 40 488 CHF | 45,30% | 45,30% |