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 | 1,13% | 2,12 CHF | 2,13 CHF | 230 000 | 230 000 | 77 480 | 77 480 | 164 284 CHF | 165 491 CHF | 99,52% | 99,52% |
14/08/2024 | 0,87% | 1,79 CHF | 1,80 CHF | 260 000 | 260 000 | 114 948 | 114 948 | 205 345 CHF | 206 844 CHF | 99,55% | 99,55% |
13/08/2024 | 0,88% | 1,78 CHF | 1,79 CHF | 260 000 | 260 000 | 116 532 | 116 532 | 205 351 CHF | 206 863 CHF | 99,51% | 99,51% |
12/08/2024 | 0,86% | 1,80 CHF | 1,81 CHF | 250 000 | 250 000 | 112 020 | 112 020 | 202 833 CHF | 204 295 CHF | 99,10% | 99,10% |
09/08/2024 | 0,85% | 1,80 CHF | 1,81 CHF | 250 000 | 250 000 | 110 956 | 110 956 | 203 929 CHF | 205 381 CHF | 98,38% | 98,38% |
08/08/2024 | 0,87% | 1,86 CHF | 1,87 CHF | 250 000 | 250 000 | 112 659 | 112 659 | 203 579 CHF | 205 052 CHF | 99,98% | 99,98% |
07/08/2024 | 0,86% | 1,84 CHF | 1,85 CHF | 250 000 | 250 000 | 114 469 | 114 469 | 207 421 CHF | 208 912 CHF | 99,19% | 99,19% |
06/08/2024 | 0,96% | 1,78 CHF | 1,79 CHF | 260 000 | 260 000 | 116 083 | 116 083 | 203 809 CHF | 205 399 CHF | 99,97% | 99,97% |
02/08/2024 | 0,87% | 1,89 CHF | 1,90 CHF | 250 000 | 250 000 | 101 150 | 101 150 | 197 934 CHF | 199 326 CHF | 99,91% | 99,91% |
30/07/2024 | 0,74% | 2,10 CHF | 2,11 CHF | 230 000 | 230 000 | 103 865 | 103 865 | 217 042 CHF | 218 394 CHF | 99,89% | 99,89% |