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 | 1,14% | 0,85 CHF | 0,86 CHF | 275 000 | 275 000 | 277 261 | 277 261 | 241 436 CHF | 244 209 CHF | 100,00% | 100,00% |
14/08/2024 | 1,13% | 0,89 CHF | 0,90 CHF | 285 000 | 285 000 | 279 548 | 279 548 | 245 488 CHF | 248 283 CHF | 99,69% | 99,69% |
13/08/2024 | 1,12% | 0,88 CHF | 0,89 CHF | 285 000 | 285 000 | 283 671 | 283 671 | 250 852 CHF | 253 688 CHF | 99,73% | 99,73% |
12/08/2024 | 1,14% | 0,88 CHF | 0,89 CHF | 280 000 | 280 000 | 278 955 | 278 955 | 242 638 CHF | 245 429 CHF | 99,24% | 99,24% |
09/08/2024 | 1,17% | 0,86 CHF | 0,87 CHF | 280 000 | 280 000 | 278 844 | 278 844 | 236 865 CHF | 239 654 CHF | 100,00% | 100,00% |
08/08/2024 | 1,16% | 0,86 CHF | 0,87 CHF | 280 000 | 280 000 | 283 125 | 283 125 | 243 362 CHF | 246 193 CHF | 99,99% | 99,99% |
07/08/2024 | 1,19% | 0,85 CHF | 0,86 CHF | 280 000 | 280 000 | 279 415 | 279 415 | 233 426 CHF | 236 220 CHF | 99,98% | 99,98% |
06/08/2024 | 1,15% | 0,86 CHF | 0,87 CHF | 290 000 | 290 000 | 287 328 | 287 328 | 247 879 CHF | 250 752 CHF | 99,98% | 99,98% |
02/08/2024 | 1,27% | 0,81 CHF | 0,82 CHF | 275 000 | 275 000 | 269 496 | 269 496 | 213 128 CHF | 215 825 CHF | 99,94% | 99,94% |
30/07/2024 | 1,47% | 0,68 CHF | 0,69 CHF | 250 000 | 250 000 | 248 972 | 248 972 | 168 447 CHF | 170 937 CHF | 100,00% | 100,00% |