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 | 0,70% | 121,70 CHF | 122,55 CHF | 2 300 | 2 500 | 2 448 | 2 500 | 295 754 CHF | 304 156 CHF | 100,00% | 100,00% |
14/08/2024 | 0,70% | 120,26 CHF | 121,10 CHF | 2 432 | 2 500 | 2 447 | 2 500 | 294 363 CHF | 302 869 CHF | 100,00% | 100,00% |
13/08/2024 | 0,70% | 118,90 CHF | 119,74 CHF | 2 460 | 2 500 | 2 496 | 2 500 | 295 538 CHF | 298 149 CHF | 100,00% | 100,00% |
12/08/2024 | 0,70% | 118,75 CHF | 119,58 CHF | 2 500 | 2 500 | 2 500 | 2 500 | 297 137 CHF | 299 219 CHF | 100,00% | 100,00% |
09/08/2024 | 0,70% | 118,87 CHF | 119,70 CHF | 2 500 | 2 500 | 2 500 | 2 500 | 297 507 CHF | 299 599 CHF | 100,00% | 100,00% |
08/08/2024 | 0,70% | 118,43 CHF | 119,26 CHF | 2 400 | 2 500 | 2 415 | 2 500 | 283 407 CHF | 295 392 CHF | 100,00% | 100,00% |
07/08/2024 | 0,70% | 119,03 CHF | 119,87 CHF | 2 500 | 2 500 | 2 500 | 2 500 | 295 473 CHF | 297 547 CHF | 100,00% | 100,00% |
06/08/2024 | 0,70% | 116,46 CHF | 117,28 CHF | 2 480 | 2 475 | 2 480 | 2 480 | 288 503 CHF | 290 508 CHF | 100,00% | 100,00% |
02/08/2024 | 0,70% | 117,97 CHF | 118,80 CHF | 2 500 | 2 500 | 2 500 | 2 500 | 297 829 CHF | 299 921 CHF | 100,00% | 100,00% |
30/07/2024 | 0,70% | 122,13 CHF | 122,99 CHF | 2 500 | 2 500 | 2 500 | 2 500 | 305 756 CHF | 307 906 CHF | 100,00% | 100,00% |