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 | 1,01% | 1,03 CHF | 1,04 CHF | 145 000 | 145 000 | 147 409 | 147 409 | 145 116 CHF | 146 590 CHF | 100,00% | 100,00% |
14/08/2024 | 1,08% | 0,93 CHF | 0,94 CHF | 150 000 | 150 000 | 150 034 | 150 034 | 138 468 CHF | 139 969 CHF | 99,69% | 99,69% |
13/08/2024 | 1,13% | 0,89 CHF | 0,90 CHF | 154 000 | 154 000 | 153 326 | 153 326 | 134 886 CHF | 136 419 CHF | 99,74% | 99,74% |
12/08/2024 | 1,11% | 0,88 CHF | 0,89 CHF | 154 000 | 154 000 | 152 207 | 152 207 | 136 045 CHF | 137 568 CHF | 99,30% | 99,30% |
09/08/2024 | 1,09% | 0,90 CHF | 0,91 CHF | 154 000 | 154 000 | 152 178 | 152 178 | 138 717 CHF | 140 239 CHF | 100,00% | 100,00% |
08/08/2024 | 1,12% | 0,90 CHF | 0,91 CHF | 154 000 | 154 000 | 153 676 | 153 676 | 136 959 CHF | 138 496 CHF | 99,97% | 99,97% |
07/08/2024 | 1,09% | 0,91 CHF | 0,92 CHF | 152 000 | 152 000 | 152 505 | 152 505 | 138 678 CHF | 140 203 CHF | 99,98% | 99,98% |
06/08/2024 | 1,20% | 0,82 CHF | 0,83 CHF | 159 000 | 159 000 | 157 664 | 157 664 | 130 775 CHF | 132 352 CHF | 99,96% | 99,96% |
02/08/2024 | 1,06% | 0,91 CHF | 0,92 CHF | 154 000 | 154 000 | 150 923 | 150 923 | 142 272 CHF | 143 781 CHF | 99,98% | 99,98% |
30/07/2024 | 0,87% | 1,14 CHF | 1,15 CHF | 142 000 | 142 000 | 140 506 | 140 506 | 161 147 CHF | 162 552 CHF | 100,00% | 100,00% |