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 | 0,92% | 1,11 CHF | 1,12 CHF | 166 000 | 166 000 | 169 286 | 169 286 | 182 378 CHF | 184 071 CHF | 99,99% | 99,99% |
14/08/2024 | 0,98% | 1,02 CHF | 1,03 CHF | 171 000 | 171 000 | 172 101 | 172 101 | 174 369 CHF | 176 090 CHF | 99,72% | 99,72% |
13/08/2024 | 1,04% | 0,95 CHF | 0,96 CHF | 175 000 | 175 000 | 175 000 | 175 000 | 168 040 CHF | 169 790 CHF | 100,00% | 100,00% |
12/08/2024 | 0,99% | 1,00 CHF | 1,01 CHF | 175 000 | 175 000 | 174 423 | 174 423 | 175 079 CHF | 176 824 CHF | 98,84% | 98,84% |
09/08/2024 | 0,99% | 1,00 CHF | 1,01 CHF | 175 000 | 175 000 | 173 233 | 173 233 | 174 042 CHF | 175 774 CHF | 99,99% | 99,99% |
08/08/2024 | 1,02% | 1,00 CHF | 1,01 CHF | 175 000 | 175 000 | 175 000 | 175 000 | 171 042 CHF | 172 792 CHF | 100,00% | 100,00% |
07/08/2024 | 0,98% | 1,02 CHF | 1,03 CHF | 171 000 | 171 000 | 171 925 | 171 925 | 174 263 CHF | 175 982 CHF | 99,99% | 99,99% |
06/08/2024 | 1,06% | 0,93 CHF | 0,94 CHF | 179 000 | 179 000 | 177 729 | 177 729 | 166 950 CHF | 168 728 CHF | 100,00% | 100,00% |
02/08/2024 | 0,89% | 1,11 CHF | 1,12 CHF | 166 000 | 166 000 | 166 007 | 166 007 | 186 789 CHF | 188 449 CHF | 99,95% | 99,95% |
31/07/2024 | 0,81% | 1,21 CHF | 1,22 CHF | 162 000 | 162 000 | 161 220 | 161 220 | 197 873 CHF | 199 486 CHF | 36,46% | 36,46% |