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 | 0,68% | 1,47 CHF | 1,48 CHF | 210 000 | 210 000 | 209 136 | 209 136 | 306 727 CHF | 308 819 CHF | 99,92% | 99,92% |
14/08/2024 | 0,69% | 1,46 CHF | 1,47 CHF | 210 000 | 210 000 | 209 134 | 209 134 | 300 911 CHF | 303 002 CHF | 99,73% | 99,73% |
13/08/2024 | 0,71% | 1,41 CHF | 1,42 CHF | 215 000 | 215 000 | 214 113 | 214 113 | 302 308 CHF | 304 449 CHF | 100,00% | 100,00% |
12/08/2024 | 0,71% | 1,41 CHF | 1,42 CHF | 215 000 | 215 000 | 213 997 | 213 997 | 299 875 CHF | 302 016 CHF | 99,24% | 99,24% |
09/08/2024 | 0,73% | 1,38 CHF | 1,39 CHF | 215 000 | 215 000 | 214 109 | 214 109 | 292 347 CHF | 294 489 CHF | 99,63% | 99,63% |
08/08/2024 | 0,74% | 1,35 CHF | 1,36 CHF | 215 000 | 215 000 | 217 710 | 217 710 | 293 586 CHF | 295 763 CHF | 99,39% | 99,39% |
07/08/2024 | 0,80% | 1,28 CHF | 1,29 CHF | 220 000 | 220 000 | 221 044 | 221 044 | 275 859 CHF | 278 070 CHF | 99,95% | 99,95% |
06/08/2024 | 0,84% | 1,21 CHF | 1,22 CHF | 225 000 | 225 000 | 226 157 | 226 157 | 268 454 CHF | 270 715 CHF | 99,86% | 99,86% |
02/08/2024 | 0,77% | 1,29 CHF | 1,30 CHF | 220 000 | 220 000 | 219 090 | 219 090 | 283 104 CHF | 285 295 CHF | 99,54% | 99,54% |
30/07/2024 | 0,75% | 1,32 CHF | 1,33 CHF | 215 000 | 215 000 | 214 115 | 214 115 | 285 277 CHF | 287 419 CHF | 100,00% | 100,00% |