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 | 0,56% | 1,76 CHF | 1,77 CHF | 130 000 | 130 000 | 130 018 | 130 018 | 230 081 CHF | 231 381 CHF | 100,00% | 100,00% |
14/08/2024 | 0,59% | 1,77 CHF | 1,78 CHF | 130 000 | 130 000 | 138 564 | 138 564 | 235 045 CHF | 236 430 CHF | 99,27% | 99,27% |
13/08/2024 | 0,62% | 1,65 CHF | 1,66 CHF | 140 000 | 140 000 | 140 000 | 140 000 | 226 439 CHF | 227 839 CHF | 100,00% | 100,00% |
12/08/2024 | 0,62% | 1,61 CHF | 1,62 CHF | 140 000 | 140 000 | 140 000 | 140 000 | 224 150 CHF | 225 550 CHF | 99,29% | 99,29% |
09/08/2024 | 0,63% | 1,62 CHF | 1,63 CHF | 140 000 | 140 000 | 140 000 | 140 000 | 222 997 CHF | 224 397 CHF | 100,00% | 100,00% |
08/08/2024 | 0,68% | 1,55 CHF | 1,56 CHF | 140 000 | 140 000 | 145 712 | 145 712 | 214 295 CHF | 215 752 CHF | 99,98% | 99,98% |
07/08/2024 | 0,61% | 1,63 CHF | 1,64 CHF | 140 000 | 140 000 | 140 000 | 140 000 | 228 681 CHF | 230 081 CHF | 99,98% | 99,98% |
06/08/2024 | 0,66% | 1,48 CHF | 1,49 CHF | 150 000 | 150 000 | 141 103 | 141 103 | 212 666 CHF | 214 077 CHF | 99,98% | 99,98% |
02/08/2024 | 0,57% | 1,73 CHF | 1,74 CHF | 140 000 | 140 000 | 133 881 | 133 881 | 234 090 CHF | 235 429 CHF | 99,97% | 99,97% |
31/07/2024 | 0,54% | 1,87 CHF | 1,88 CHF | 130 000 | 130 000 | 130 000 | 130 000 | 240 559 CHF | 241 859 CHF | 39,28% | 39,28% |