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% | 1,92 CHF | 1,93 CHF | 210 000 | 210 000 | 209 136 | 209 136 | 400 254 CHF | 402 345 CHF | 99,91% | 99,91% |
14/08/2024 | 0,53% | 1,90 CHF | 1,91 CHF | 210 000 | 210 000 | 209 134 | 209 134 | 394 627 CHF | 396 718 CHF | 99,73% | 99,73% |
13/08/2024 | 0,54% | 1,86 CHF | 1,87 CHF | 215 000 | 215 000 | 214 113 | 214 113 | 397 457 CHF | 399 599 CHF | 100,00% | 100,00% |
12/08/2024 | 0,54% | 1,85 CHF | 1,86 CHF | 215 000 | 215 000 | 213 997 | 213 997 | 394 796 CHF | 396 937 CHF | 99,25% | 99,25% |
09/08/2024 | 0,55% | 1,82 CHF | 1,83 CHF | 215 000 | 215 000 | 214 110 | 214 110 | 386 851 CHF | 388 992 CHF | 99,69% | 99,69% |
08/08/2024 | 0,56% | 1,79 CHF | 1,80 CHF | 215 000 | 215 000 | 217 709 | 217 709 | 389 247 CHF | 391 424 CHF | 99,18% | 99,18% |
07/08/2024 | 0,59% | 1,72 CHF | 1,73 CHF | 220 000 | 220 000 | 221 046 | 221 046 | 373 490 CHF | 375 701 CHF | 100,00% | 100,00% |
06/08/2024 | 0,61% | 1,65 CHF | 1,66 CHF | 225 000 | 225 000 | 226 158 | 226 158 | 367 035 CHF | 369 297 CHF | 99,56% | 99,56% |
02/08/2024 | 0,58% | 1,72 CHF | 1,73 CHF | 220 000 | 220 000 | 219 091 | 219 091 | 379 657 CHF | 381 848 CHF | 99,62% | 99,62% |
30/07/2024 | 0,56% | 1,77 CHF | 1,78 CHF | 215 000 | 215 000 | 214 115 | 214 115 | 381 223 CHF | 383 364 CHF | 100,00% | 100,00% |