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 | 0,93% | 1,13 CHF | 1,14 CHF | 280 000 | 280 000 | 124 815 | 124 815 | 141 257 CHF | 142 522 CHF | 99,89% | 99,89% |
14/08/2024 | 0,86% | 1,18 CHF | 1,19 CHF | 295 000 | 295 000 | 133 030 | 133 030 | 157 644 CHF | 158 978 CHF | 99,26% | 99,26% |
13/08/2024 | 0,82% | 1,18 CHF | 1,19 CHF | 295 000 | 295 000 | 136 677 | 136 677 | 167 678 CHF | 169 048 CHF | 100,00% | 100,00% |
12/08/2024 | 0,81% | 1,25 CHF | 1,26 CHF | 310 000 | 310 000 | 138 817 | 138 817 | 174 183 CHF | 175 576 CHF | 99,03% | 99,03% |
09/08/2024 | 0,81% | 1,26 CHF | 1,27 CHF | 315 000 | 315 000 | 139 989 | 139 989 | 175 746 CHF | 177 149 CHF | 99,89% | 99,89% |
08/08/2024 | 0,80% | 1,27 CHF | 1,28 CHF | 315 000 | 315 000 | 141 822 | 141 822 | 179 656 CHF | 181 077 CHF | 99,98% | 99,98% |
07/08/2024 | 0,80% | 1,26 CHF | 1,27 CHF | 310 000 | 310 000 | 141 761 | 141 761 | 179 052 CHF | 180 473 CHF | 100,00% | 100,00% |
06/08/2024 | 0,80% | 1,26 CHF | 1,27 CHF | 320 000 | 320 000 | 145 307 | 145 307 | 184 464 CHF | 185 919 CHF | 99,85% | 99,85% |
02/08/2024 | 0,80% | 1,27 CHF | 1,28 CHF | 320 000 | 320 000 | 141 706 | 141 706 | 181 160 CHF | 182 583 CHF | 99,97% | 99,97% |
30/07/2024 | 0,79% | 1,29 CHF | 1,30 CHF | 305 000 | 305 000 | 136 783 | 136 783 | 176 206 CHF | 177 576 CHF | 99,90% | 99,90% |