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 | 128 000 | 128 000 | 128 866 | 128 866 | 138 687 CHF | 139 976 CHF | 100,00% | 100,00% |
14/08/2024 | 0,95% | 1,04 CHF | 1,05 CHF | 132 000 | 132 000 | 130 432 | 130 432 | 136 669 CHF | 137 973 CHF | 99,68% | 99,68% |
13/08/2024 | 1,00% | 1,00 CHF | 1,01 CHF | 134 000 | 134 000 | 133 294 | 133 294 | 132 425 CHF | 133 758 CHF | 99,74% | 99,74% |
12/08/2024 | 0,99% | 0,98 CHF | 0,99 CHF | 134 000 | 134 000 | 131 997 | 131 997 | 132 837 CHF | 134 158 CHF | 99,20% | 99,20% |
09/08/2024 | 0,96% | 1,02 CHF | 1,03 CHF | 132 000 | 132 000 | 131 553 | 131 553 | 136 665 CHF | 137 981 CHF | 100,00% | 100,00% |
08/08/2024 | 0,98% | 1,02 CHF | 1,03 CHF | 132 000 | 132 000 | 133 176 | 133 176 | 135 139 CHF | 136 471 CHF | 99,98% | 99,98% |
07/08/2024 | 0,93% | 1,06 CHF | 1,07 CHF | 132 000 | 132 000 | 131 378 | 131 378 | 140 004 CHF | 141 318 CHF | 99,97% | 99,97% |
06/08/2024 | 0,98% | 1,01 CHF | 1,02 CHF | 134 000 | 134 000 | 133 850 | 133 850 | 135 325 CHF | 136 664 CHF | 99,94% | 99,94% |
02/08/2024 | 0,86% | 1,13 CHF | 1,14 CHF | 130 000 | 130 000 | 128 143 | 128 143 | 147 830 CHF | 149 111 CHF | 99,91% | 99,91% |
30/07/2024 | 0,72% | 1,38 CHF | 1,39 CHF | 120 000 | 120 000 | 119 506 | 119 506 | 165 098 CHF | 166 294 CHF | 100,00% | 100,00% |