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 | 1,03% | 1,02 CHF | 1,03 CHF | 280 000 | 280 000 | 124 818 | 124 818 | 126 989 CHF | 128 254 CHF | 99,89% | 99,89% |
14/08/2024 | 0,95% | 1,07 CHF | 1,08 CHF | 295 000 | 295 000 | 133 033 | 133 033 | 142 757 CHF | 144 090 CHF | 99,26% | 99,26% |
13/08/2024 | 0,90% | 1,07 CHF | 1,08 CHF | 295 000 | 295 000 | 136 678 | 136 678 | 152 105 CHF | 153 474 CHF | 100,00% | 100,00% |
12/08/2024 | 0,89% | 1,14 CHF | 1,15 CHF | 310 000 | 310 000 | 138 821 | 138 821 | 158 156 CHF | 159 549 CHF | 99,02% | 99,02% |
09/08/2024 | 0,89% | 1,14 CHF | 1,15 CHF | 315 000 | 315 000 | 140 006 | 140 006 | 159 862 CHF | 161 265 CHF | 99,90% | 99,90% |
08/08/2024 | 0,88% | 1,15 CHF | 1,16 CHF | 315 000 | 315 000 | 141 805 | 141 805 | 163 741 CHF | 165 162 CHF | 99,97% | 99,97% |
07/08/2024 | 0,88% | 1,14 CHF | 1,15 CHF | 310 000 | 310 000 | 141 761 | 141 761 | 163 039 CHF | 164 459 CHF | 100,00% | 100,00% |
06/08/2024 | 0,87% | 1,14 CHF | 1,15 CHF | 320 000 | 320 000 | 145 243 | 145 243 | 167 957 CHF | 169 412 CHF | 99,82% | 99,82% |
02/08/2024 | 0,88% | 1,15 CHF | 1,16 CHF | 320 000 | 320 000 | 141 707 | 141 707 | 164 724 CHF | 166 147 CHF | 99,97% | 99,97% |
30/07/2024 | 0,86% | 1,17 CHF | 1,18 CHF | 305 000 | 305 000 | 136 783 | 136 783 | 160 586 CHF | 161 956 CHF | 99,90% | 99,90% |