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 | 1,06% | 1,00 CHF | 1,01 CHF | 128 000 | 128 000 | 128 867 | 128 867 | 121 643 CHF | 122 932 CHF | 100,00% | 100,00% |
14/08/2024 | 1,08% | 0,91 CHF | 0,92 CHF | 132 000 | 132 000 | 130 432 | 130 432 | 119 585 CHF | 120 890 CHF | 99,68% | 99,68% |
13/08/2024 | 1,15% | 0,87 CHF | 0,88 CHF | 134 000 | 134 000 | 133 294 | 133 294 | 114 924 CHF | 116 257 CHF | 99,74% | 99,74% |
12/08/2024 | 1,14% | 0,85 CHF | 0,86 CHF | 134 000 | 134 000 | 131 997 | 131 997 | 115 605 CHF | 116 925 CHF | 99,30% | 99,30% |
09/08/2024 | 1,10% | 0,89 CHF | 0,90 CHF | 132 000 | 132 000 | 131 551 | 131 551 | 119 477 CHF | 120 792 CHF | 100,00% | 100,00% |
08/08/2024 | 1,12% | 0,89 CHF | 0,90 CHF | 132 000 | 132 000 | 133 175 | 133 175 | 117 827 CHF | 119 159 CHF | 99,96% | 99,96% |
07/08/2024 | 1,06% | 0,93 CHF | 0,94 CHF | 132 000 | 132 000 | 131 379 | 131 379 | 122 939 CHF | 124 253 CHF | 100,00% | 100,00% |
06/08/2024 | 1,13% | 0,88 CHF | 0,89 CHF | 134 000 | 134 000 | 133 851 | 133 851 | 118 088 CHF | 119 427 CHF | 99,95% | 99,95% |
02/08/2024 | 0,97% | 1,00 CHF | 1,01 CHF | 130 000 | 130 000 | 128 143 | 128 143 | 131 133 CHF | 132 415 CHF | 99,89% | 99,89% |
30/07/2024 | 0,80% | 1,24 CHF | 1,25 CHF | 120 000 | 120 000 | 119 506 | 119 506 | 149 168 CHF | 150 363 CHF | 100,00% | 100,00% |