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 | 1,11% | 0,94 CHF | 0,95 CHF | 145 000 | 145 000 | 147 408 | 147 408 | 132 447 CHF | 133 921 CHF | 99,99% | 99,99% |
14/08/2024 | 1,19% | 0,85 CHF | 0,86 CHF | 150 000 | 150 000 | 150 035 | 150 035 | 125 615 CHF | 127 116 CHF | 99,69% | 99,69% |
13/08/2024 | 1,25% | 0,80 CHF | 0,81 CHF | 154 000 | 154 000 | 153 327 | 153 327 | 121 850 CHF | 123 384 CHF | 99,74% | 99,74% |
12/08/2024 | 1,23% | 0,79 CHF | 0,80 CHF | 154 000 | 154 000 | 152 222 | 152 222 | 122 970 CHF | 124 493 CHF | 99,25% | 99,25% |
09/08/2024 | 1,20% | 0,81 CHF | 0,82 CHF | 154 000 | 154 000 | 152 177 | 152 177 | 125 788 CHF | 127 310 CHF | 99,99% | 99,99% |
08/08/2024 | 1,23% | 0,81 CHF | 0,82 CHF | 154 000 | 154 000 | 153 676 | 153 676 | 123 988 CHF | 125 525 CHF | 100,00% | 100,00% |
07/08/2024 | 1,21% | 0,83 CHF | 0,84 CHF | 152 000 | 152 000 | 152 505 | 152 505 | 125 810 CHF | 127 335 CHF | 99,99% | 99,99% |
06/08/2024 | 1,33% | 0,74 CHF | 0,75 CHF | 159 000 | 159 000 | 157 665 | 157 665 | 117 424 CHF | 119 000 CHF | 99,91% | 99,91% |
02/08/2024 | 1,16% | 0,82 CHF | 0,83 CHF | 154 000 | 154 000 | 150 923 | 150 923 | 129 501 CHF | 131 011 CHF | 99,94% | 99,94% |
30/07/2024 | 0,94% | 1,06 CHF | 1,07 CHF | 142 000 | 142 000 | 140 509 | 140 509 | 149 271 CHF | 150 676 CHF | 100,00% | 100,00% |