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% | 1,60 CHF | 1,61 CHF | 275 000 | 275 000 | 277 260 | 277 260 | 446 980 CHF | 449 752 CHF | 100,00% | 100,00% |
14/08/2024 | 0,62% | 1,63 CHF | 1,64 CHF | 285 000 | 285 000 | 279 547 | 279 547 | 452 201 CHF | 454 997 CHF | 99,69% | 99,69% |
13/08/2024 | 0,62% | 1,62 CHF | 1,63 CHF | 285 000 | 285 000 | 283 670 | 283 670 | 459 143 CHF | 461 980 CHF | 99,74% | 99,74% |
12/08/2024 | 0,62% | 1,61 CHF | 1,62 CHF | 280 000 | 280 000 | 278 952 | 278 952 | 447 864 CHF | 450 655 CHF | 99,19% | 99,19% |
09/08/2024 | 0,63% | 1,59 CHF | 1,60 CHF | 280 000 | 280 000 | 278 844 | 278 844 | 441 539 CHF | 444 328 CHF | 100,00% | 100,00% |
08/08/2024 | 0,63% | 1,59 CHF | 1,60 CHF | 280 000 | 280 000 | 283 125 | 283 125 | 449 833 CHF | 452 664 CHF | 99,99% | 99,99% |
07/08/2024 | 0,64% | 1,58 CHF | 1,59 CHF | 280 000 | 280 000 | 279 414 | 279 414 | 437 501 CHF | 440 295 CHF | 100,00% | 100,00% |
06/08/2024 | 0,63% | 1,59 CHF | 1,60 CHF | 290 000 | 290 000 | 287 324 | 287 324 | 455 930 CHF | 458 803 CHF | 99,98% | 99,98% |
02/08/2024 | 0,66% | 1,53 CHF | 1,54 CHF | 275 000 | 275 000 | 269 497 | 269 497 | 409 920 CHF | 412 618 CHF | 99,98% | 99,98% |
30/07/2024 | 0,70% | 1,42 CHF | 1,43 CHF | 250 000 | 250 000 | 248 971 | 248 971 | 353 220 CHF | 355 710 CHF | 100,00% | 100,00% |