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 | 0,62% | 1,69 CHF | 1,70 CHF | 280 000 | 280 000 | 123 917 | 123 917 | 209 302 CHF | 210 558 CHF | 98,39% | 98,39% |
14/08/2024 | 0,59% | 1,74 CHF | 1,75 CHF | 295 000 | 295 000 | 131 940 | 131 940 | 229 636 CHF | 230 958 CHF | 98,53% | 98,53% |
13/08/2024 | 0,57% | 1,73 CHF | 1,74 CHF | 295 000 | 295 000 | 135 884 | 135 884 | 242 198 CHF | 243 560 CHF | 98,89% | 98,89% |
12/08/2024 | 0,56% | 1,81 CHF | 1,82 CHF | 310 000 | 310 000 | 138 593 | 138 593 | 250 856 CHF | 252 246 CHF | 98,50% | 98,50% |
09/08/2024 | 0,56% | 1,81 CHF | 1,82 CHF | 315 000 | 315 000 | 139 725 | 139 725 | 252 967 CHF | 254 367 CHF | 99,07% | 99,07% |
08/08/2024 | 0,56% | 1,82 CHF | 1,83 CHF | 315 000 | 315 000 | 139 924 | 139 924 | 254 572 CHF | 255 974 CHF | 97,61% | 97,61% |
07/08/2024 | 0,56% | 1,81 CHF | 1,82 CHF | 310 000 | 310 000 | 140 837 | 140 837 | 255 650 CHF | 257 061 CHF | 96,75% | 96,75% |
06/08/2024 | 0,56% | 1,80 CHF | 1,81 CHF | 320 000 | 320 000 | 143 816 | 143 816 | 260 997 CHF | 262 438 CHF | 96,81% | 96,81% |
02/08/2024 | 0,56% | 1,82 CHF | 1,83 CHF | 320 000 | 320 000 | 139 359 | 139 359 | 255 181 CHF | 256 581 CHF | 96,72% | 96,72% |
30/07/2024 | 0,55% | 1,86 CHF | 1,87 CHF | 305 000 | 305 000 | 136 108 | 136 108 | 252 689 CHF | 254 053 CHF | 99,44% | 99,44% |