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 | 0,99% | 1,02 CHF | 1,03 CHF | 125 000 | 125 000 | 125 553 | 125 553 | 126 174 CHF | 127 429 CHF | 99,98% | 99,98% |
14/08/2024 | 1,07% | 0,96 CHF | 0,97 CHF | 127 000 | 127 000 | 127 577 | 127 577 | 118 429 CHF | 119 705 CHF | 99,26% | 99,26% |
13/08/2024 | 1,13% | 0,88 CHF | 0,89 CHF | 129 000 | 129 000 | 128 925 | 128 925 | 113 307 CHF | 114 596 CHF | 100,00% | 100,00% |
12/08/2024 | 1,13% | 0,88 CHF | 0,89 CHF | 129 000 | 129 000 | 128 848 | 128 848 | 113 357 CHF | 114 645 CHF | 99,60% | 99,60% |
09/08/2024 | 1,16% | 0,85 CHF | 0,86 CHF | 130 000 | 130 000 | 129 456 | 129 462 | 110 970 CHF | 112 270 CHF | 99,97% | 99,97% |
08/08/2024 | 1,30% | 0,82 CHF | 0,83 CHF | 131 000 | 131 000 | 132 277 | 132 277 | 101 017 CHF | 102 340 CHF | 99,95% | 99,95% |
07/08/2024 | 1,18% | 0,88 CHF | 0,89 CHF | 129 000 | 129 000 | 129 957 | 129 957 | 109 634 CHF | 110 934 CHF | 99,98% | 99,98% |
06/08/2024 | 1,30% | 0,77 CHF | 0,78 CHF | 132 000 | 132 000 | 132 259 | 132 259 | 101 053 CHF | 102 376 CHF | 99,90% | 99,90% |
02/08/2024 | 1,10% | 0,86 CHF | 0,87 CHF | 129 000 | 129 000 | 128 287 | 128 287 | 116 064 CHF | 117 347 CHF | 98,51% | 98,51% |
31/07/2024 | 0,93% | 1,07 CHF | 1,08 CHF | 124 000 | 124 000 | 124 001 | 124 001 | 132 768 CHF | 134 008 CHF | 36,80% | 36,80% |