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 | 1,13% | 0,93 CHF | 0,94 CHF | 280 000 | 280 000 | 124 818 | 124 818 | 116 068 CHF | 117 333 CHF | 99,89% | 99,89% |
14/08/2024 | 1,03% | 0,98 CHF | 0,99 CHF | 295 000 | 295 000 | 133 026 | 133 026 | 130 881 CHF | 132 214 CHF | 99,27% | 99,27% |
13/08/2024 | 0,98% | 0,98 CHF | 0,99 CHF | 295 000 | 295 000 | 136 664 | 136 664 | 140 038 CHF | 141 408 CHF | 99,99% | 99,99% |
12/08/2024 | 0,97% | 1,05 CHF | 1,06 CHF | 310 000 | 310 000 | 137 722 | 137 722 | 144 625 CHF | 146 008 CHF | 98,41% | 98,41% |
09/08/2024 | 0,97% | 1,06 CHF | 1,07 CHF | 315 000 | 315 000 | 140 005 | 140 005 | 147 331 CHF | 148 733 CHF | 99,90% | 99,90% |
08/08/2024 | 0,95% | 1,06 CHF | 1,07 CHF | 315 000 | 315 000 | 141 816 | 141 816 | 151 127 CHF | 152 548 CHF | 99,97% | 99,97% |
07/08/2024 | 0,95% | 1,05 CHF | 1,06 CHF | 310 000 | 310 000 | 141 751 | 141 751 | 150 463 CHF | 151 884 CHF | 99,99% | 99,99% |
06/08/2024 | 0,95% | 1,06 CHF | 1,07 CHF | 320 000 | 320 000 | 145 329 | 145 329 | 155 409 CHF | 156 865 CHF | 99,86% | 99,86% |
02/08/2024 | 0,95% | 1,07 CHF | 1,08 CHF | 320 000 | 320 000 | 141 666 | 141 666 | 152 075 CHF | 153 498 CHF | 99,95% | 99,95% |
30/07/2024 | 0,94% | 1,08 CHF | 1,09 CHF | 305 000 | 305 000 | 136 783 | 136 783 | 148 234 CHF | 149 605 CHF | 99,90% | 99,90% |