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 | 0,75% | 1,41 CHF | 1,42 CHF | 280 000 | 280 000 | 124 816 | 124 816 | 175 505 CHF | 176 770 CHF | 99,89% | 99,89% |
14/08/2024 | 0,70% | 1,45 CHF | 1,46 CHF | 295 000 | 295 000 | 133 034 | 133 034 | 193 622 CHF | 194 955 CHF | 99,26% | 99,26% |
13/08/2024 | 0,67% | 1,45 CHF | 1,46 CHF | 295 000 | 295 000 | 136 679 | 136 679 | 204 700 CHF | 206 069 CHF | 100,00% | 100,00% |
12/08/2024 | 0,67% | 1,53 CHF | 1,54 CHF | 310 000 | 310 000 | 137 315 | 137 315 | 209 627 CHF | 211 005 CHF | 98,16% | 98,16% |
09/08/2024 | 0,67% | 1,53 CHF | 1,54 CHF | 315 000 | 315 000 | 140 007 | 140 007 | 213 626 CHF | 215 029 CHF | 99,89% | 99,89% |
08/08/2024 | 0,66% | 1,54 CHF | 1,55 CHF | 315 000 | 315 000 | 141 845 | 141 845 | 218 007 CHF | 219 428 CHF | 99,99% | 99,99% |
07/08/2024 | 0,66% | 1,53 CHF | 1,54 CHF | 310 000 | 310 000 | 141 764 | 141 764 | 217 336 CHF | 218 757 CHF | 100,00% | 100,00% |
06/08/2024 | 0,66% | 1,52 CHF | 1,53 CHF | 320 000 | 320 000 | 145 337 | 145 337 | 223 073 CHF | 224 529 CHF | 99,88% | 99,88% |
02/08/2024 | 0,66% | 1,54 CHF | 1,55 CHF | 320 000 | 320 000 | 141 712 | 141 712 | 219 414 CHF | 220 838 CHF | 99,97% | 99,97% |
30/07/2024 | 0,65% | 1,57 CHF | 1,58 CHF | 305 000 | 305 000 | 136 769 | 136 769 | 214 253 CHF | 215 623 CHF | 99,89% | 99,89% |