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 | 0,57% | 1,77 CHF | 1,78 CHF | 25 000 | 25 000 | 24 764 | 24 764 | 44 154 CHF | 44 401 CHF | 99,44% | 99,44% |
14/08/2024 | 0,59% | 1,78 CHF | 1,79 CHF | 25 000 | 25 000 | 25 514 | 25 514 | 43 657 CHF | 43 913 CHF | 100,00% | 100,00% |
13/08/2024 | 0,62% | 1,66 CHF | 1,67 CHF | 26 000 | 26 000 | 25 757 | 25 757 | 42 074 CHF | 42 332 CHF | 100,00% | 100,00% |
12/08/2024 | 0,62% | 1,63 CHF | 1,64 CHF | 26 000 | 26 000 | 25 755 | 25 755 | 41 646 CHF | 41 904 CHF | 100,00% | 100,00% |
09/08/2024 | 0,63% | 1,64 CHF | 1,65 CHF | 26 000 | 26 000 | 25 733 | 25 733 | 41 487 CHF | 41 745 CHF | 91,65% | 99,98% |
08/08/2024 | 0,68% | 1,56 CHF | 1,57 CHF | 26 000 | 26 000 | 26 516 | 26 516 | 39 475 CHF | 39 740 CHF | 99,41% | 99,41% |
07/08/2024 | 0,61% | 1,64 CHF | 1,65 CHF | 26 000 | 26 000 | 25 553 | 25 553 | 42 140 CHF | 42 396 CHF | 99,98% | 99,98% |
06/08/2024 | 0,66% | 1,50 CHF | 1,51 CHF | 27 000 | 27 000 | 25 902 | 25 902 | 39 439 CHF | 39 698 CHF | 96,72% | 96,72% |
02/08/2024 | 0,57% | 1,74 CHF | 1,75 CHF | 25 000 | 25 000 | 24 762 | 24 762 | 43 693 CHF | 43 941 CHF | 97,75% | 97,75% |
31/07/2024 | 0,53% | 1,88 CHF | 1,89 CHF | 24 000 | 24 000 | 24 355 | 24 355 | 45 468 CHF | 45 711 CHF | 45,31% | 45,31% |