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 | 0,73% | 1,35 CHF | 1,36 CHF | 275 000 | 275 000 | 277 258 | 277 258 | 379 644 CHF | 382 417 CHF | 100,00% | 100,00% |
14/08/2024 | 0,73% | 1,38 CHF | 1,39 CHF | 285 000 | 285 000 | 279 547 | 279 547 | 383 740 CHF | 386 536 CHF | 99,69% | 99,69% |
13/08/2024 | 0,72% | 1,38 CHF | 1,39 CHF | 285 000 | 285 000 | 283 669 | 283 669 | 390 764 CHF | 393 601 CHF | 99,74% | 99,74% |
12/08/2024 | 0,73% | 1,37 CHF | 1,38 CHF | 280 000 | 280 000 | 278 955 | 278 955 | 379 991 CHF | 382 782 CHF | 99,23% | 99,23% |
09/08/2024 | 0,74% | 1,35 CHF | 1,36 CHF | 280 000 | 280 000 | 278 844 | 278 844 | 373 968 CHF | 376 756 CHF | 99,99% | 99,99% |
08/08/2024 | 0,74% | 1,35 CHF | 1,36 CHF | 280 000 | 280 000 | 283 127 | 283 127 | 381 751 CHF | 384 582 CHF | 100,00% | 100,00% |
07/08/2024 | 0,75% | 1,34 CHF | 1,35 CHF | 280 000 | 280 000 | 279 416 | 279 416 | 370 187 CHF | 372 982 CHF | 100,00% | 100,00% |
06/08/2024 | 0,74% | 1,35 CHF | 1,36 CHF | 290 000 | 290 000 | 287 327 | 287 327 | 387 226 CHF | 390 099 CHF | 99,98% | 99,98% |
02/08/2024 | 0,78% | 1,29 CHF | 1,30 CHF | 275 000 | 275 000 | 269 498 | 269 498 | 345 137 CHF | 347 834 CHF | 99,97% | 99,97% |
30/07/2024 | 0,85% | 1,18 CHF | 1,19 CHF | 250 000 | 250 000 | 248 971 | 248 971 | 292 621 CHF | 295 110 CHF | 100,00% | 100,00% |