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 | 0,63% | 1,63 CHF | 1,64 CHF | 180 000 | 180 000 | 184 695 | 184 695 | 290 284 CHF | 292 131 CHF | 100,00% | 100,00% |
14/08/2024 | 0,66% | 1,51 CHF | 1,52 CHF | 188 000 | 188 000 | 187 221 | 187 221 | 283 108 CHF | 284 980 CHF | 99,27% | 99,27% |
13/08/2024 | 0,68% | 1,48 CHF | 1,49 CHF | 192 000 | 192 000 | 191 099 | 191 099 | 280 873 CHF | 282 784 CHF | 100,00% | 100,00% |
12/08/2024 | 0,67% | 1,49 CHF | 1,50 CHF | 188 000 | 188 000 | 188 951 | 188 951 | 282 228 CHF | 284 119 CHF | 99,25% | 99,25% |
09/08/2024 | 0,68% | 1,47 CHF | 1,48 CHF | 192 000 | 192 000 | 191 404 | 191 404 | 279 348 CHF | 281 262 CHF | 99,99% | 99,99% |
08/08/2024 | 0,71% | 1,43 CHF | 1,44 CHF | 196 000 | 196 000 | 195 840 | 195 840 | 275 264 CHF | 277 222 CHF | 99,88% | 99,88% |
07/08/2024 | 0,70% | 1,44 CHF | 1,45 CHF | 192 000 | 192 000 | 194 449 | 194 449 | 277 882 CHF | 279 826 CHF | 99,98% | 99,98% |
06/08/2024 | 0,74% | 1,36 CHF | 1,37 CHF | 200 000 | 200 000 | 199 736 | 199 736 | 270 357 CHF | 272 354 CHF | 99,78% | 99,78% |
02/08/2024 | 0,64% | 1,45 CHF | 1,46 CHF | 196 000 | 196 000 | 187 318 | 187 318 | 289 624 CHF | 291 497 CHF | 98,10% | 98,10% |
30/07/2024 | 0,55% | 1,83 CHF | 1,84 CHF | 172 000 | 172 000 | 171 292 | 171 292 | 311 279 CHF | 312 992 CHF | 99,99% | 99,99% |