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 | 1,07% | 1,48 CHF | 1,49 CHF | 148 000 | 148 000 | 66 618 | 66 618 | 97 326 CHF | 98 196 CHF | 99,57% | 99,57% |
14/08/2024 | 1,09% | 1,41 CHF | 1,42 CHF | 151 000 | 151 000 | 68 094 | 68 094 | 96 105 CHF | 96 988 CHF | 99,26% | 99,26% |
13/08/2024 | 1,10% | 1,40 CHF | 1,41 CHF | 152 000 | 152 000 | 68 001 | 68 001 | 95 166 CHF | 96 050 CHF | 100,00% | 100,00% |
12/08/2024 | 1,09% | 1,40 CHF | 1,41 CHF | 151 000 | 151 000 | 68 025 | 68 025 | 95 389 CHF | 96 272 CHF | 99,25% | 99,25% |
09/08/2024 | 1,10% | 1,39 CHF | 1,40 CHF | 152 000 | 152 000 | 68 008 | 68 008 | 94 719 CHF | 95 602 CHF | 99,56% | 99,56% |
08/08/2024 | 1,16% | 1,36 CHF | 1,37 CHF | 153 000 | 153 000 | 69 063 | 69 063 | 93 343 CHF | 94 243 CHF | 99,73% | 99,73% |
07/08/2024 | 1,14% | 1,39 CHF | 1,40 CHF | 152 000 | 152 000 | 68 683 | 68 683 | 93 811 CHF | 94 708 CHF | 99,58% | 99,58% |
06/08/2024 | 1,31% | 1,35 CHF | 1,36 CHF | 155 000 | 155 000 | 70 815 | 70 815 | 91 598 CHF | 92 572 CHF | 99,40% | 99,40% |
02/08/2024 | 1,09% | 1,42 CHF | 1,43 CHF | 152 000 | 152 000 | 67 505 | 67 505 | 97 543 CHF | 98 419 CHF | 98,36% | 98,36% |
30/07/2024 | 1,17% | 1,34 CHF | 1,35 CHF | 152 000 | 152 000 | 68 839 | 68 839 | 91 075 CHF | 91 972 CHF | 99,94% | 99,94% |