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 | 0,94% | 1,05 CHF | 1,06 CHF | 275 000 | 275 000 | 277 259 | 277 259 | 294 420 CHF | 297 192 CHF | 100,00% | 100,00% |
14/08/2024 | 0,93% | 1,08 CHF | 1,09 CHF | 285 000 | 285 000 | 279 547 | 279 547 | 298 668 CHF | 301 464 CHF | 99,69% | 99,69% |
13/08/2024 | 0,93% | 1,07 CHF | 1,08 CHF | 285 000 | 285 000 | 283 669 | 283 669 | 304 555 CHF | 307 391 CHF | 99,74% | 99,74% |
12/08/2024 | 0,94% | 1,06 CHF | 1,07 CHF | 280 000 | 280 000 | 278 955 | 278 955 | 295 610 CHF | 298 401 CHF | 99,23% | 99,23% |
09/08/2024 | 0,96% | 1,05 CHF | 1,06 CHF | 280 000 | 280 000 | 278 844 | 278 844 | 289 548 CHF | 292 336 CHF | 99,99% | 99,99% |
08/08/2024 | 0,95% | 1,05 CHF | 1,06 CHF | 280 000 | 280 000 | 283 126 | 283 126 | 296 713 CHF | 299 544 CHF | 99,99% | 99,99% |
07/08/2024 | 0,97% | 1,04 CHF | 1,05 CHF | 280 000 | 280 000 | 279 414 | 279 414 | 286 072 CHF | 288 867 CHF | 99,99% | 99,99% |
06/08/2024 | 0,95% | 1,05 CHF | 1,06 CHF | 290 000 | 290 000 | 287 326 | 287 326 | 301 560 CHF | 304 433 CHF | 99,96% | 99,96% |
02/08/2024 | 1,02% | 0,99 CHF | 1,00 CHF | 275 000 | 275 000 | 269 496 | 269 496 | 264 032 CHF | 266 729 CHF | 99,95% | 99,95% |
30/07/2024 | 1,14% | 0,87 CHF | 0,88 CHF | 250 000 | 250 000 | 248 972 | 248 972 | 216 225 CHF | 218 715 CHF | 100,00% | 100,00% |