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 | 0,78% | 1,35 CHF | 1,36 CHF | 280 000 | 280 000 | 124 817 | 124 817 | 168 555 CHF | 169 821 CHF | 99,89% | 99,89% |
14/08/2024 | 0,73% | 1,40 CHF | 1,41 CHF | 295 000 | 295 000 | 133 026 | 133 026 | 186 713 CHF | 188 046 CHF | 99,27% | 99,27% |
13/08/2024 | 0,70% | 1,40 CHF | 1,41 CHF | 295 000 | 295 000 | 136 654 | 136 654 | 197 567 CHF | 198 936 CHF | 99,99% | 99,99% |
12/08/2024 | 0,69% | 1,47 CHF | 1,48 CHF | 310 000 | 310 000 | 138 806 | 138 806 | 204 407 CHF | 205 800 CHF | 99,03% | 99,03% |
09/08/2024 | 0,69% | 1,48 CHF | 1,49 CHF | 315 000 | 315 000 | 140 004 | 140 004 | 206 132 CHF | 207 535 CHF | 99,89% | 99,89% |
08/08/2024 | 0,68% | 1,48 CHF | 1,49 CHF | 315 000 | 315 000 | 141 803 | 141 803 | 210 606 CHF | 212 026 CHF | 99,97% | 99,97% |
07/08/2024 | 0,69% | 1,47 CHF | 1,48 CHF | 310 000 | 310 000 | 141 762 | 141 762 | 209 925 CHF | 211 346 CHF | 100,00% | 100,00% |
06/08/2024 | 0,68% | 1,47 CHF | 1,48 CHF | 320 000 | 320 000 | 145 272 | 145 272 | 215 529 CHF | 216 984 CHF | 99,83% | 99,83% |
02/08/2024 | 0,68% | 1,48 CHF | 1,49 CHF | 320 000 | 320 000 | 141 619 | 141 619 | 211 711 CHF | 213 134 CHF | 99,92% | 99,92% |
30/07/2024 | 0,67% | 1,51 CHF | 1,52 CHF | 305 000 | 305 000 | 136 782 | 136 782 | 207 081 CHF | 208 451 CHF | 99,90% | 99,90% |