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 | 0,55% | 1,87 CHF | 1,88 CHF | 180 000 | 180 000 | 184 699 | 184 699 | 334 253 CHF | 336 100 CHF | 99,99% | 99,99% |
14/08/2024 | 0,57% | 1,75 CHF | 1,76 CHF | 188 000 | 188 000 | 187 221 | 187 221 | 327 171 CHF | 329 043 CHF | 99,27% | 99,27% |
13/08/2024 | 0,58% | 1,71 CHF | 1,72 CHF | 192 000 | 192 000 | 191 099 | 191 099 | 325 866 CHF | 327 776 CHF | 99,99% | 99,99% |
12/08/2024 | 0,58% | 1,73 CHF | 1,74 CHF | 188 000 | 188 000 | 188 955 | 188 955 | 326 766 CHF | 328 657 CHF | 99,24% | 99,24% |
09/08/2024 | 0,59% | 1,71 CHF | 1,72 CHF | 192 000 | 192 000 | 191 403 | 191 403 | 324 260 CHF | 326 174 CHF | 99,99% | 99,99% |
08/08/2024 | 0,61% | 1,66 CHF | 1,67 CHF | 196 000 | 196 000 | 195 840 | 195 840 | 320 685 CHF | 322 643 CHF | 99,94% | 99,94% |
07/08/2024 | 0,60% | 1,68 CHF | 1,69 CHF | 192 000 | 192 000 | 194 449 | 194 449 | 323 104 CHF | 325 049 CHF | 99,99% | 99,99% |
06/08/2024 | 0,63% | 1,59 CHF | 1,60 CHF | 200 000 | 200 000 | 199 737 | 199 737 | 316 306 CHF | 318 304 CHF | 99,74% | 99,74% |
02/08/2024 | 0,56% | 1,68 CHF | 1,69 CHF | 196 000 | 196 000 | 187 333 | 187 333 | 332 927 CHF | 334 801 CHF | 99,14% | 99,14% |
30/07/2024 | 0,48% | 2,07 CHF | 2,08 CHF | 172 000 | 172 000 | 171 292 | 171 292 | 352 478 CHF | 354 191 CHF | 99,99% | 99,99% |