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 | 1,06% | 1,04 CHF | 1,05 CHF | 203 700 | 203 700 | 92 784 | 92 784 | 91 069 CHF | 91 998 CHF | 99,89% | 99,89% |
14/08/2024 | 1,11% | 0,91 CHF | 0,92 CHF | 215 000 | 215 000 | 95 117 | 95 117 | 87 039 CHF | 87 992 CHF | 99,46% | 99,46% |
13/08/2024 | 1,09% | 0,91 CHF | 0,92 CHF | 212 300 | 212 300 | 95 064 | 95 064 | 87 641 CHF | 88 594 CHF | 100,00% | 100,00% |
12/08/2024 | 1,08% | 0,94 CHF | 0,95 CHF | 210 000 | 210 000 | 93 886 | 93 886 | 88 175 CHF | 89 116 CHF | 99,03% | 99,03% |
09/08/2024 | 1,10% | 0,89 CHF | 0,90 CHF | 211 800 | 211 800 | 94 884 | 94 884 | 86 381 CHF | 87 332 CHF | 98,39% | 98,39% |
08/08/2024 | 1,13% | 0,90 CHF | 0,91 CHF | 211 700 | 211 700 | 69 497 | 69 497 | 61 949 CHF | 62 645 CHF | 99,94% | 99,94% |
07/08/2024 | 0,91% | 1,06 CHF | 1,07 CHF | 178 300 | 178 300 | 72 143 | 72 143 | 78 156 CHF | 78 878 CHF | 92,04% | 92,04% |
06/08/2024 | 0,96% | 1,09 CHF | 1,10 CHF | 191 200 | 191 200 | 86 202 | 86 202 | 92 115 CHF | 92 979 CHF | 99,94% | 99,94% |
02/08/2024 | 0,81% | 1,13 CHF | 1,14 CHF | 156 600 | 156 600 | 68 236 | 68 236 | 83 844 CHF | 84 528 CHF | 99,93% | 99,93% |
30/07/2024 | 0,78% | 1,33 CHF | 1,34 CHF | 152 400 | 152 400 | 66 129 | 66 129 | 87 443 CHF | 88 106 CHF | 99,87% | 99,87% |