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 | 0,69% | 1,50 CHF | 1,51 CHF | 385 000 | 385 000 | 213 493 | 213 493 | 315 260 CHF | 317 399 CHF | 99,89% | 99,89% |
14/08/2024 | 0,72% | 1,45 CHF | 1,46 CHF | 390 000 | 390 000 | 215 136 | 215 136 | 308 786 CHF | 310 955 CHF | 99,68% | 99,68% |
13/08/2024 | 0,73% | 1,44 CHF | 1,45 CHF | 390 000 | 390 000 | 217 520 | 217 520 | 306 054 CHF | 308 234 CHF | 99,73% | 99,73% |
12/08/2024 | 0,74% | 1,40 CHF | 1,41 CHF | 395 000 | 395 000 | 219 465 | 219 465 | 301 656 CHF | 303 858 CHF | 99,10% | 99,10% |
09/08/2024 | 0,79% | 1,33 CHF | 1,34 CHF | 405 000 | 405 000 | 222 480 | 222 480 | 288 173 CHF | 290 402 CHF | 98,46% | 98,46% |
08/08/2024 | 0,82% | 1,26 CHF | 1,27 CHF | 410 000 | 410 000 | 227 623 | 227 623 | 284 012 CHF | 286 292 CHF | 99,93% | 99,93% |
07/08/2024 | 0,83% | 1,30 CHF | 1,31 CHF | 405 000 | 405 000 | 228 615 | 228 615 | 282 173 CHF | 284 463 CHF | 99,67% | 99,67% |
06/08/2024 | 0,95% | 1,18 CHF | 1,19 CHF | 425 000 | 425 000 | 228 421 | 228 421 | 269 507 CHF | 272 007 CHF | 99,90% | 99,90% |
02/08/2024 | 1,22% | 1,45 CHF | 1,46 CHF | 395 000 | 395 000 | 144 860 | 144 860 | 207 176 CHF | 209 141 CHF | 99,27% | 99,27% |
30/07/2024 | 0,71% | 1,41 CHF | 1,42 CHF | 390 000 | 390 000 | 212 692 | 212 692 | 305 535 CHF | 307 666 CHF | 100,00% | 100,00% |