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 | 0,88% | 1,18 CHF | 1,19 CHF | 105 000 | 105 000 | 107 986 | 107 986 | 122 101 CHF | 123 181 CHF | 100,00% | 100,00% |
14/08/2024 | 0,92% | 1,10 CHF | 1,11 CHF | 109 000 | 109 000 | 110 773 | 110 773 | 120 458 CHF | 121 566 CHF | 99,68% | 99,68% |
13/08/2024 | 0,94% | 1,10 CHF | 1,11 CHF | 111 000 | 111 000 | 112 652 | 112 652 | 119 899 CHF | 121 025 CHF | 99,73% | 99,73% |
12/08/2024 | 0,94% | 1,06 CHF | 1,07 CHF | 113 000 | 113 000 | 113 044 | 113 044 | 119 119 CHF | 120 249 CHF | 99,05% | 99,05% |
09/08/2024 | 0,95% | 1,04 CHF | 1,05 CHF | 115 000 | 115 000 | 114 083 | 114 083 | 119 436 CHF | 120 577 CHF | 99,99% | 99,99% |
08/08/2024 | 0,97% | 1,04 CHF | 1,05 CHF | 115 000 | 115 000 | 115 497 | 115 497 | 118 709 CHF | 119 864 CHF | 100,00% | 100,00% |
07/08/2024 | 0,97% | 1,05 CHF | 1,06 CHF | 113 000 | 113 000 | 115 187 | 115 187 | 118 630 CHF | 119 782 CHF | 99,98% | 99,98% |
06/08/2024 | 0,99% | 1,00 CHF | 1,01 CHF | 118 000 | 118 000 | 117 249 | 117 249 | 117 481 CHF | 118 654 CHF | 100,00% | 100,00% |
02/08/2024 | 0,91% | 1,07 CHF | 1,08 CHF | 113 000 | 113 000 | 111 163 | 111 163 | 121 790 CHF | 122 901 CHF | 99,98% | 99,98% |
30/07/2024 | 0,89% | 1,14 CHF | 1,15 CHF | 107 000 | 107 000 | 108 573 | 108 573 | 121 756 CHF | 122 842 CHF | 100,00% | 100,00% |