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 | 0,88% | 1,12 CHF | 1,13 CHF | 112 000 | 112 000 | 110 507 | 110 507 | 124 373 CHF | 125 478 CHF | 100,00% | 100,00% |
14/08/2024 | 0,88% | 1,13 CHF | 1,14 CHF | 112 000 | 112 000 | 109 072 | 109 072 | 123 554 CHF | 124 644 CHF | 99,69% | 99,69% |
13/08/2024 | 0,91% | 1,09 CHF | 1,10 CHF | 110 000 | 110 000 | 107 126 | 107 126 | 116 583 CHF | 117 654 CHF | 99,74% | 99,74% |
12/08/2024 | 0,92% | 1,08 CHF | 1,09 CHF | 110 000 | 110 000 | 107 100 | 107 100 | 115 765 CHF | 116 836 CHF | 98,97% | 98,97% |
09/08/2024 | 0,94% | 1,08 CHF | 1,09 CHF | 110 000 | 110 000 | 106 901 | 106 901 | 113 721 CHF | 114 790 CHF | 100,00% | 100,00% |
08/08/2024 | 0,92% | 1,08 CHF | 1,09 CHF | 110 000 | 110 000 | 108 805 | 108 805 | 117 794 CHF | 118 882 CHF | 99,95% | 99,95% |
07/08/2024 | 0,92% | 1,08 CHF | 1,09 CHF | 110 000 | 110 000 | 108 465 | 108 465 | 116 891 CHF | 117 975 CHF | 99,98% | 99,98% |
06/08/2024 | 0,92% | 1,07 CHF | 1,08 CHF | 112 000 | 112 000 | 110 122 | 110 122 | 119 175 CHF | 120 276 CHF | 99,96% | 99,96% |
02/08/2024 | 0,95% | 1,07 CHF | 1,08 CHF | 110 000 | 110 000 | 105 699 | 105 699 | 110 991 CHF | 112 048 CHF | 99,98% | 99,98% |
30/07/2024 | 0,89% | 1,10 CHF | 1,11 CHF | 106 000 | 106 000 | 104 452 | 104 452 | 116 515 CHF | 117 559 CHF | 99,98% | 99,98% |