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 | 1,48% | 1,10 CHF | 1,11 CHF | 165 000 | 165 000 | 75 240 | 75 240 | 79 805 CHF | 80 787 CHF | 99,88% | 99,88% |
14/08/2024 | 1,50% | 1,02 CHF | 1,03 CHF | 170 000 | 170 000 | 76 632 | 76 632 | 78 164 CHF | 79 159 CHF | 99,26% | 99,26% |
13/08/2024 | 1,62% | 0,97 CHF | 0,98 CHF | 175 000 | 175 000 | 78 452 | 78 452 | 74 192 CHF | 75 212 CHF | 100,00% | 100,00% |
12/08/2024 | 1,51% | 0,97 CHF | 0,98 CHF | 175 000 | 175 000 | 77 132 | 77 132 | 77 354 CHF | 78 356 CHF | 98,90% | 98,90% |
09/08/2024 | 1,49% | 1,01 CHF | 1,02 CHF | 175 000 | 175 000 | 76 629 | 76 629 | 78 611 CHF | 79 608 CHF | 99,88% | 99,88% |
08/08/2024 | 1,63% | 1,00 CHF | 1,01 CHF | 175 000 | 175 000 | 78 717 | 78 717 | 75 967 CHF | 76 994 CHF | 99,95% | 99,95% |
07/08/2024 | 1,55% | 1,00 CHF | 1,01 CHF | 175 000 | 175 000 | 78 418 | 78 418 | 77 940 CHF | 78 960 CHF | 99,99% | 99,99% |
06/08/2024 | 1,65% | 0,95 CHF | 0,96 CHF | 180 000 | 180 000 | 78 335 | 78 335 | 77 940 CHF | 79 018 CHF | 99,93% | 99,93% |
02/08/2024 | 1,33% | 1,00 CHF | 1,01 CHF | 175 000 | 175 000 | 74 316 | 74 316 | 82 167 CHF | 83 125 CHF | 99,90% | 99,90% |
30/07/2024 | 1,13% | 1,38 CHF | 1,39 CHF | 150 000 | 150 000 | 67 340 | 67 340 | 92 045 CHF | 92 922 CHF | 99,89% | 99,89% |