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 | 0,85% | 1,12 CHF | 1,13 CHF | 30 000 | 30 000 | 30 000 | 30 000 | 35 208 CHF | 35 508 CHF | 99,47% | 99,47% |
14/08/2024 | 0,81% | 1,23 CHF | 1,24 CHF | 30 000 | 30 000 | 30 000 | 30 000 | 36 838 CHF | 37 138 CHF | 83,33% | 83,33% |
13/08/2024 | 0,79% | 1,25 CHF | 1,26 CHF | 30 000 | 30 000 | 30 000 | 30 000 | 37 726 CHF | 38 026 CHF | 90,77% | 90,77% |
12/08/2024 | 0,81% | 1,24 CHF | 1,25 CHF | 30 000 | 30 000 | 30 000 | 30 000 | 37 095 CHF | 37 395 CHF | 99,57% | 99,57% |
09/08/2024 | 0,79% | 1,24 CHF | 1,25 CHF | 30 000 | 30 000 | 30 000 | 30 000 | 37 797 CHF | 38 097 CHF | 99,51% | 99,51% |
08/08/2024 | 0,77% | 1,29 CHF | 1,30 CHF | 30 000 | 30 000 | 30 000 | 30 000 | 39 011 CHF | 39 311 CHF | 90,97% | 90,97% |
07/08/2024 | 0,78% | 1,28 CHF | 1,29 CHF | 30 000 | 30 000 | 30 000 | 30 000 | 38 378 CHF | 38 678 CHF | 97,80% | 97,80% |
06/08/2024 | 0,75% | 1,32 CHF | 1,33 CHF | 30 000 | 30 000 | 30 000 | 30 000 | 39 947 CHF | 40 247 CHF | 97,96% | 97,96% |
02/08/2024 | 0,85% | 1,25 CHF | 1,26 CHF | 30 000 | 30 000 | 30 000 | 30 000 | 35 024 CHF | 35 324 CHF | 96,72% | 96,72% |
30/07/2024 | 1,05% | 0,93 CHF | 0,94 CHF | 30 000 | 30 000 | 30 000 | 30 000 | 28 377 CHF | 28 677 CHF | 95,87% | 95,87% |