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 | 0,62% | 1,60 CHF | 1,61 CHF | 210 000 | 210 000 | 209 136 | 209 136 | 334 621 CHF | 336 713 CHF | 100,00% | 100,00% |
14/08/2024 | 0,63% | 1,59 CHF | 1,60 CHF | 210 000 | 210 000 | 209 132 | 209 132 | 329 250 CHF | 331 342 CHF | 99,73% | 99,73% |
13/08/2024 | 0,64% | 1,55 CHF | 1,56 CHF | 215 000 | 215 000 | 214 113 | 214 113 | 330 908 CHF | 333 049 CHF | 100,00% | 100,00% |
12/08/2024 | 0,65% | 1,54 CHF | 1,55 CHF | 215 000 | 215 000 | 213 996 | 213 996 | 328 162 CHF | 330 303 CHF | 99,23% | 99,23% |
09/08/2024 | 0,67% | 1,50 CHF | 1,51 CHF | 215 000 | 215 000 | 214 113 | 214 113 | 320 554 CHF | 322 695 CHF | 100,00% | 100,00% |
08/08/2024 | 0,67% | 1,48 CHF | 1,49 CHF | 215 000 | 215 000 | 217 722 | 217 722 | 322 180 CHF | 324 357 CHF | 100,00% | 100,00% |
07/08/2024 | 0,72% | 1,41 CHF | 1,42 CHF | 220 000 | 220 000 | 221 047 | 221 047 | 305 278 CHF | 307 488 CHF | 100,00% | 100,00% |
06/08/2024 | 0,76% | 1,34 CHF | 1,35 CHF | 225 000 | 225 000 | 226 158 | 226 158 | 297 966 CHF | 300 227 CHF | 99,99% | 99,99% |
02/08/2024 | 0,70% | 1,42 CHF | 1,43 CHF | 220 000 | 220 000 | 219 094 | 219 094 | 311 917 CHF | 314 108 CHF | 99,94% | 99,94% |
30/07/2024 | 0,68% | 1,46 CHF | 1,47 CHF | 215 000 | 215 000 | 214 114 | 214 114 | 313 886 CHF | 316 027 CHF | 100,00% | 100,00% |