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 | 0,62% | 1,62 CHF | 1,63 CHF | 25 000 | 25 000 | 24 764 | 24 764 | 40 461 CHF | 40 709 CHF | 99,45% | 99,45% |
14/08/2024 | 0,64% | 1,63 CHF | 1,64 CHF | 25 000 | 25 000 | 25 487 | 25 487 | 39 828 CHF | 40 083 CHF | 100,00% | 100,00% |
13/08/2024 | 0,68% | 1,51 CHF | 1,52 CHF | 26 000 | 26 000 | 25 757 | 25 757 | 38 252 CHF | 38 510 CHF | 100,00% | 100,00% |
12/08/2024 | 0,69% | 1,48 CHF | 1,49 CHF | 26 000 | 26 000 | 25 755 | 25 755 | 37 807 CHF | 38 065 CHF | 100,00% | 100,00% |
09/08/2024 | 0,69% | 1,49 CHF | 1,50 CHF | 26 000 | 26 000 | 25 733 | 25 733 | 37 653 CHF | 37 911 CHF | 91,68% | 100,00% |
08/08/2024 | 0,75% | 1,41 CHF | 1,42 CHF | 26 000 | 26 000 | 26 515 | 26 515 | 35 542 CHF | 35 807 CHF | 99,65% | 99,65% |
07/08/2024 | 0,67% | 1,50 CHF | 1,51 CHF | 26 000 | 26 000 | 25 545 | 25 545 | 38 313 CHF | 38 569 CHF | 100,00% | 100,00% |
06/08/2024 | 0,73% | 1,35 CHF | 1,36 CHF | 27 000 | 27 000 | 25 889 | 25 889 | 35 612 CHF | 35 871 CHF | 97,81% | 97,81% |
02/08/2024 | 0,62% | 1,60 CHF | 1,61 CHF | 25 000 | 25 000 | 24 752 | 24 752 | 40 007 CHF | 40 255 CHF | 93,81% | 93,81% |
31/07/2024 | 0,58% | 1,73 CHF | 1,74 CHF | 24 000 | 24 000 | 24 343 | 24 343 | 41 831 CHF | 42 074 CHF | 45,30% | 45,30% |