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 | 0,63% | 1,64 CHF | 1,65 CHF | 128 000 | 128 000 | 128 867 | 128 867 | 203 782 CHF | 205 071 CHF | 100,00% | 100,00% |
14/08/2024 | 0,64% | 1,55 CHF | 1,56 CHF | 132 000 | 132 000 | 130 432 | 130 432 | 202 264 CHF | 203 568 CHF | 99,68% | 99,68% |
13/08/2024 | 0,67% | 1,50 CHF | 1,51 CHF | 134 000 | 134 000 | 133 294 | 133 294 | 199 180 CHF | 200 513 CHF | 99,74% | 99,74% |
12/08/2024 | 0,66% | 1,48 CHF | 1,49 CHF | 134 000 | 134 000 | 131 998 | 131 998 | 199 008 CHF | 200 328 CHF | 99,24% | 99,24% |
09/08/2024 | 0,65% | 1,52 CHF | 1,53 CHF | 132 000 | 132 000 | 131 553 | 131 553 | 202 288 CHF | 203 603 CHF | 100,00% | 100,00% |
08/08/2024 | 0,66% | 1,52 CHF | 1,53 CHF | 132 000 | 132 000 | 133 176 | 133 176 | 201 296 CHF | 202 628 CHF | 99,98% | 99,98% |
07/08/2024 | 0,64% | 1,56 CHF | 1,57 CHF | 132 000 | 132 000 | 131 379 | 131 379 | 205 169 CHF | 206 483 CHF | 99,99% | 99,99% |
06/08/2024 | 0,66% | 1,50 CHF | 1,51 CHF | 134 000 | 134 000 | 133 850 | 133 850 | 201 213 CHF | 202 552 CHF | 99,94% | 99,94% |
02/08/2024 | 0,60% | 1,62 CHF | 1,63 CHF | 130 000 | 130 000 | 128 143 | 128 143 | 211 382 CHF | 212 663 CHF | 99,88% | 99,88% |
30/07/2024 | 0,53% | 1,88 CHF | 1,89 CHF | 120 000 | 120 000 | 119 506 | 119 506 | 225 420 CHF | 226 615 CHF | 100,00% | 100,00% |