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 | 1,61% | 1,02 CHF | 1,03 CHF | 165 000 | 165 000 | 75 252 | 75 252 | 73 481 CHF | 74 464 CHF | 99,89% | 99,89% |
14/08/2024 | 1,63% | 0,93 CHF | 0,94 CHF | 170 000 | 170 000 | 76 630 | 76 630 | 71 779 CHF | 72 774 CHF | 99,26% | 99,26% |
13/08/2024 | 1,77% | 0,88 CHF | 0,89 CHF | 175 000 | 175 000 | 78 451 | 78 451 | 67 755 CHF | 68 775 CHF | 100,00% | 100,00% |
12/08/2024 | 1,64% | 0,89 CHF | 0,90 CHF | 175 000 | 175 000 | 77 260 | 77 260 | 71 029 CHF | 72 032 CHF | 99,03% | 99,03% |
09/08/2024 | 1,62% | 0,92 CHF | 0,93 CHF | 175 000 | 175 000 | 76 637 | 76 637 | 72 137 CHF | 73 133 CHF | 99,88% | 99,88% |
08/08/2024 | 1,79% | 0,92 CHF | 0,93 CHF | 175 000 | 175 000 | 78 718 | 78 718 | 69 382 CHF | 70 409 CHF | 99,96% | 99,96% |
07/08/2024 | 1,69% | 0,91 CHF | 0,92 CHF | 175 000 | 175 000 | 78 418 | 78 418 | 71 441 CHF | 72 460 CHF | 99,99% | 99,99% |
06/08/2024 | 1,80% | 0,87 CHF | 0,88 CHF | 180 000 | 180 000 | 78 336 | 78 336 | 71 471 CHF | 72 549 CHF | 99,93% | 99,93% |
02/08/2024 | 1,44% | 0,92 CHF | 0,93 CHF | 175 000 | 175 000 | 74 323 | 74 323 | 75 930 CHF | 76 888 CHF | 99,91% | 99,91% |
30/07/2024 | 1,21% | 1,30 CHF | 1,31 CHF | 150 000 | 150 000 | 67 340 | 67 340 | 86 121 CHF | 86 997 CHF | 99,89% | 99,89% |