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 | 1,29% | 0,80 CHF | 0,81 CHF | 120 000 | 120 000 | 118 872 | 118 869 | 92 541 CHF | 93 728 CHF | 100,00% | 100,00% |
14/08/2024 | 1,37% | 0,75 CHF | 0,76 CHF | 120 000 | 120 000 | 118 871 | 118 871 | 87 145 CHF | 88 334 CHF | 100,00% | 100,00% |
13/08/2024 | 1,47% | 0,69 CHF | 0,70 CHF | 120 000 | 120 000 | 118 873 | 118 873 | 81 271 CHF | 82 461 CHF | 100,00% | 100,00% |
12/08/2024 | 1,49% | 0,68 CHF | 0,69 CHF | 120 000 | 120 000 | 118 867 | 118 867 | 80 041 CHF | 81 231 CHF | 100,00% | 100,00% |
09/08/2024 | 1,53% | 0,65 CHF | 0,66 CHF | 120 000 | 120 000 | 118 865 | 118 863 | 78 105 CHF | 79 294 CHF | 99,10% | 99,10% |
08/08/2024 | 1,62% | 0,64 CHF | 0,65 CHF | 120 000 | 120 000 | 118 861 | 118 861 | 73 591 CHF | 74 781 CHF | 98,92% | 98,92% |
07/08/2024 | 1,55% | 0,65 CHF | 0,66 CHF | 120 000 | 120 000 | 118 849 | 118 849 | 76 721 CHF | 77 911 CHF | 97,83% | 97,83% |
06/08/2024 | 1,70% | 0,60 CHF | 0,61 CHF | 120 000 | 120 000 | 118 822 | 118 822 | 70 100 CHF | 71 290 CHF | 95,62% | 95,62% |
02/08/2024 | 1,56% | 0,63 CHF | 0,64 CHF | 120 000 | 120 000 | 118 850 | 118 850 | 76 175 CHF | 77 364 CHF | 97,90% | 97,90% |
31/07/2024 | 1,40% | 0,71 CHF | 0,72 CHF | 120 000 | 120 000 | 119 089 | 119 089 | 85 297 CHF | 86 489 CHF | 72,20% | 72,20% |