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 | 0,79% | 1,28 CHF | 1,29 CHF | 125 000 | 125 000 | 125 553 | 125 553 | 158 378 CHF | 159 633 CHF | 99,99% | 99,99% |
14/08/2024 | 0,84% | 1,22 CHF | 1,23 CHF | 127 000 | 127 000 | 127 577 | 127 577 | 151 002 CHF | 152 278 CHF | 99,26% | 99,26% |
13/08/2024 | 0,88% | 1,14 CHF | 1,15 CHF | 129 000 | 129 000 | 128 925 | 128 925 | 146 229 CHF | 147 519 CHF | 100,00% | 100,00% |
12/08/2024 | 0,88% | 1,14 CHF | 1,15 CHF | 129 000 | 129 000 | 128 854 | 128 854 | 146 337 CHF | 147 625 CHF | 98,83% | 98,83% |
09/08/2024 | 0,89% | 1,10 CHF | 1,11 CHF | 130 000 | 130 000 | 129 463 | 129 463 | 144 103 CHF | 145 398 CHF | 99,99% | 99,99% |
08/08/2024 | 0,98% | 1,07 CHF | 1,08 CHF | 131 000 | 131 000 | 132 276 | 132 276 | 134 820 CHF | 136 142 CHF | 99,96% | 99,96% |
07/08/2024 | 0,91% | 1,14 CHF | 1,15 CHF | 129 000 | 129 000 | 129 957 | 129 957 | 142 812 CHF | 144 112 CHF | 99,99% | 99,99% |
06/08/2024 | 0,98% | 1,02 CHF | 1,03 CHF | 132 000 | 132 000 | 132 259 | 132 259 | 134 840 CHF | 136 163 CHF | 99,90% | 99,90% |
02/08/2024 | 0,86% | 1,12 CHF | 1,13 CHF | 129 000 | 129 000 | 128 286 | 128 286 | 148 823 CHF | 150 106 CHF | 98,56% | 98,56% |
31/07/2024 | 0,75% | 1,33 CHF | 1,34 CHF | 124 000 | 124 000 | 124 001 | 124 001 | 164 427 CHF | 165 667 CHF | 36,81% | 36,81% |