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 | 0,52% | 1,93 CHF | 1,94 CHF | 125 000 | 125 000 | 125 553 | 125 553 | 240 334 CHF | 241 590 CHF | 100,00% | 100,00% |
14/08/2024 | 0,54% | 1,87 CHF | 1,88 CHF | 127 000 | 127 000 | 127 577 | 127 577 | 234 484 CHF | 235 760 CHF | 99,27% | 99,27% |
13/08/2024 | 0,56% | 1,79 CHF | 1,80 CHF | 129 000 | 129 000 | 128 925 | 128 925 | 230 627 CHF | 231 916 CHF | 100,00% | 100,00% |
12/08/2024 | 0,56% | 1,79 CHF | 1,80 CHF | 129 000 | 129 000 | 128 854 | 128 854 | 230 554 CHF | 231 842 CHF | 98,84% | 98,84% |
09/08/2024 | 0,56% | 1,76 CHF | 1,77 CHF | 130 000 | 130 000 | 129 463 | 129 463 | 228 746 CHF | 230 041 CHF | 99,99% | 99,99% |
08/08/2024 | 0,60% | 1,73 CHF | 1,74 CHF | 131 000 | 131 000 | 132 277 | 132 277 | 221 402 CHF | 222 724 CHF | 99,95% | 99,95% |
07/08/2024 | 0,57% | 1,79 CHF | 1,80 CHF | 129 000 | 129 000 | 129 957 | 129 957 | 227 807 CHF | 229 107 CHF | 99,98% | 99,98% |
06/08/2024 | 0,60% | 1,68 CHF | 1,69 CHF | 132 000 | 132 000 | 132 260 | 132 260 | 221 383 CHF | 222 706 CHF | 99,88% | 99,88% |
02/08/2024 | 0,55% | 1,77 CHF | 1,78 CHF | 129 000 | 129 000 | 128 287 | 128 287 | 232 562 CHF | 233 845 CHF | 98,50% | 98,50% |
31/07/2024 | 0,50% | 1,98 CHF | 1,99 CHF | 124 000 | 124 000 | 124 001 | 124 001 | 245 225 CHF | 246 465 CHF | 36,80% | 36,80% |