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 | 0,75% | 1,33 CHF | 1,34 CHF | 210 000 | 210 000 | 209 137 | 209 137 | 277 900 CHF | 279 991 CHF | 99,99% | 99,99% |
14/08/2024 | 0,77% | 1,32 CHF | 1,33 CHF | 210 000 | 210 000 | 209 134 | 209 134 | 272 299 CHF | 274 391 CHF | 99,73% | 99,73% |
13/08/2024 | 0,78% | 1,27 CHF | 1,28 CHF | 215 000 | 215 000 | 214 113 | 214 113 | 272 927 CHF | 275 069 CHF | 100,00% | 100,00% |
12/08/2024 | 0,79% | 1,27 CHF | 1,28 CHF | 215 000 | 215 000 | 213 997 | 213 997 | 270 435 CHF | 272 576 CHF | 99,25% | 99,25% |
09/08/2024 | 0,81% | 1,25 CHF | 1,26 CHF | 215 000 | 215 000 | 214 109 | 214 109 | 263 028 CHF | 265 169 CHF | 99,64% | 99,64% |
08/08/2024 | 0,82% | 1,22 CHF | 1,23 CHF | 215 000 | 215 000 | 217 714 | 217 714 | 264 069 CHF | 266 246 CHF | 99,52% | 99,52% |
07/08/2024 | 0,89% | 1,14 CHF | 1,15 CHF | 220 000 | 220 000 | 221 048 | 221 048 | 246 253 CHF | 248 463 CHF | 99,99% | 99,99% |
06/08/2024 | 0,95% | 1,08 CHF | 1,09 CHF | 225 000 | 225 000 | 226 154 | 226 154 | 237 994 CHF | 240 255 CHF | 99,57% | 99,57% |
02/08/2024 | 0,86% | 1,15 CHF | 1,16 CHF | 220 000 | 220 000 | 219 088 | 219 088 | 253 328 CHF | 255 519 CHF | 99,33% | 99,33% |
30/07/2024 | 0,83% | 1,18 CHF | 1,19 CHF | 215 000 | 215 000 | 214 115 | 214 115 | 255 746 CHF | 257 887 CHF | 100,00% | 100,00% |