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 | 0,61% | 1,69 CHF | 1,70 CHF | 180 000 | 180 000 | 184 699 | 184 699 | 301 397 CHF | 303 244 CHF | 99,99% | 99,99% |
14/08/2024 | 0,63% | 1,57 CHF | 1,58 CHF | 188 000 | 188 000 | 187 221 | 187 221 | 294 225 CHF | 296 098 CHF | 99,26% | 99,26% |
13/08/2024 | 0,65% | 1,54 CHF | 1,55 CHF | 192 000 | 192 000 | 191 101 | 191 101 | 292 137 CHF | 294 048 CHF | 100,00% | 100,00% |
12/08/2024 | 0,64% | 1,55 CHF | 1,56 CHF | 188 000 | 188 000 | 188 953 | 188 953 | 293 865 CHF | 295 756 CHF | 99,25% | 99,25% |
09/08/2024 | 0,66% | 1,53 CHF | 1,54 CHF | 192 000 | 192 000 | 191 401 | 191 401 | 290 548 CHF | 292 462 CHF | 99,97% | 99,97% |
08/08/2024 | 0,68% | 1,48 CHF | 1,49 CHF | 196 000 | 196 000 | 195 841 | 195 841 | 286 585 CHF | 288 544 CHF | 99,94% | 99,94% |
07/08/2024 | 0,67% | 1,50 CHF | 1,51 CHF | 192 000 | 192 000 | 194 449 | 194 449 | 289 104 CHF | 291 048 CHF | 99,98% | 99,98% |
06/08/2024 | 0,71% | 1,42 CHF | 1,43 CHF | 200 000 | 200 000 | 199 735 | 199 735 | 281 739 CHF | 283 737 CHF | 99,91% | 99,91% |
02/08/2024 | 0,62% | 1,50 CHF | 1,51 CHF | 196 000 | 196 000 | 187 332 | 187 332 | 300 631 CHF | 302 504 CHF | 99,31% | 99,31% |
30/07/2024 | 0,53% | 1,89 CHF | 1,90 CHF | 172 000 | 172 000 | 171 292 | 171 292 | 321 877 CHF | 323 590 CHF | 99,99% | 99,99% |