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 | 0,52% | 1,93 CHF | 1,94 CHF | 210 000 | 210 000 | 209 137 | 209 137 | 403 694 CHF | 405 785 CHF | 100,00% | 100,00% |
14/08/2024 | 0,52% | 1,92 CHF | 1,93 CHF | 210 000 | 210 000 | 209 134 | 209 134 | 397 724 CHF | 399 815 CHF | 99,72% | 99,72% |
13/08/2024 | 0,53% | 1,87 CHF | 1,88 CHF | 215 000 | 215 000 | 214 113 | 214 113 | 400 939 CHF | 403 080 CHF | 100,00% | 100,00% |
12/08/2024 | 0,54% | 1,87 CHF | 1,88 CHF | 215 000 | 215 000 | 213 996 | 213 996 | 398 549 CHF | 400 690 CHF | 99,24% | 99,24% |
09/08/2024 | 0,55% | 1,82 CHF | 1,83 CHF | 215 000 | 215 000 | 214 112 | 214 112 | 390 646 CHF | 392 787 CHF | 99,98% | 99,98% |
08/08/2024 | 0,55% | 1,81 CHF | 1,82 CHF | 215 000 | 215 000 | 217 723 | 217 723 | 392 887 CHF | 395 064 CHF | 99,94% | 99,94% |
07/08/2024 | 0,58% | 1,74 CHF | 1,75 CHF | 220 000 | 220 000 | 221 049 | 221 049 | 376 799 CHF | 379 010 CHF | 99,98% | 99,98% |
06/08/2024 | 0,61% | 1,66 CHF | 1,67 CHF | 225 000 | 225 000 | 226 158 | 226 158 | 370 872 CHF | 373 133 CHF | 99,95% | 99,95% |
02/08/2024 | 0,57% | 1,74 CHF | 1,75 CHF | 220 000 | 220 000 | 219 094 | 219 094 | 383 300 CHF | 385 491 CHF | 99,93% | 99,93% |
30/07/2024 | 0,55% | 1,79 CHF | 1,80 CHF | 215 000 | 215 000 | 214 114 | 214 114 | 384 776 CHF | 386 917 CHF | 100,00% | 100,00% |