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 | 0,87% | 1,12 CHF | 1,13 CHF | 210 000 | 210 000 | 210 000 | 210 000 | 239 238 CHF | 241 338 CHF | 100,00% | 100,00% |
14/08/2024 | 0,85% | 1,16 CHF | 1,17 CHF | 210 000 | 210 000 | 211 823 | 211 823 | 247 222 CHF | 249 340 CHF | 99,69% | 99,69% |
13/08/2024 | 0,87% | 1,15 CHF | 1,16 CHF | 210 000 | 210 000 | 210 022 | 210 022 | 240 522 CHF | 242 622 CHF | 99,74% | 99,74% |
12/08/2024 | 0,90% | 1,11 CHF | 1,12 CHF | 210 000 | 210 000 | 209 890 | 209 890 | 233 668 CHF | 235 768 CHF | 99,24% | 99,24% |
09/08/2024 | 0,90% | 1,11 CHF | 1,12 CHF | 210 000 | 210 000 | 210 000 | 210 000 | 231 703 CHF | 233 803 CHF | 99,98% | 99,98% |
08/08/2024 | 0,88% | 1,12 CHF | 1,13 CHF | 210 000 | 210 000 | 214 418 | 214 418 | 242 367 CHF | 244 511 CHF | 100,00% | 100,00% |
07/08/2024 | 0,89% | 1,12 CHF | 1,13 CHF | 210 000 | 210 000 | 212 327 | 212 327 | 238 625 CHF | 240 748 CHF | 99,97% | 99,97% |
06/08/2024 | 0,86% | 1,14 CHF | 1,15 CHF | 220 000 | 220 000 | 220 000 | 220 000 | 253 322 CHF | 255 522 CHF | 99,94% | 99,94% |
02/08/2024 | 0,87% | 1,18 CHF | 1,19 CHF | 220 000 | 220 000 | 216 353 | 216 353 | 248 866 CHF | 251 029 CHF | 99,94% | 99,94% |
30/07/2024 | 0,92% | 1,07 CHF | 1,08 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 216 207 CHF | 218 207 CHF | 99,99% | 99,99% |