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 | 0,77% | 1,28 CHF | 1,29 CHF | 275 000 | 275 000 | 277 259 | 277 259 | 359 695 CHF | 362 467 CHF | 99,98% | 99,98% |
14/08/2024 | 0,77% | 1,31 CHF | 1,32 CHF | 285 000 | 285 000 | 279 547 | 279 547 | 363 976 CHF | 366 771 CHF | 99,69% | 99,69% |
13/08/2024 | 0,76% | 1,31 CHF | 1,32 CHF | 285 000 | 285 000 | 283 669 | 283 669 | 370 830 CHF | 373 667 CHF | 99,74% | 99,74% |
12/08/2024 | 0,77% | 1,30 CHF | 1,31 CHF | 280 000 | 280 000 | 278 950 | 278 950 | 360 247 CHF | 363 038 CHF | 98,93% | 98,93% |
09/08/2024 | 0,78% | 1,28 CHF | 1,29 CHF | 280 000 | 280 000 | 278 838 | 278 838 | 354 122 CHF | 356 910 CHF | 99,50% | 99,50% |
08/08/2024 | 0,78% | 1,28 CHF | 1,29 CHF | 280 000 | 280 000 | 283 112 | 283 112 | 361 877 CHF | 364 708 CHF | 99,10% | 99,10% |
07/08/2024 | 0,79% | 1,27 CHF | 1,28 CHF | 280 000 | 280 000 | 279 403 | 279 403 | 350 501 CHF | 353 295 CHF | 99,11% | 99,11% |
06/08/2024 | 0,78% | 1,28 CHF | 1,29 CHF | 290 000 | 290 000 | 287 308 | 287 308 | 367 264 CHF | 370 137 CHF | 98,42% | 98,42% |
02/08/2024 | 0,83% | 1,22 CHF | 1,23 CHF | 275 000 | 275 000 | 269 429 | 269 429 | 325 961 CHF | 328 657 CHF | 97,63% | 97,63% |
30/07/2024 | 0,90% | 1,10 CHF | 1,11 CHF | 250 000 | 250 000 | 248 961 | 248 961 | 274 354 CHF | 276 844 CHF | 98,92% | 98,92% |