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 | 1,34% | 1,19 CHF | 1,20 CHF | 148 000 | 148 000 | 66 619 | 66 619 | 77 606 CHF | 78 476 CHF | 99,57% | 99,57% |
14/08/2024 | 1,37% | 1,12 CHF | 1,13 CHF | 151 000 | 151 000 | 68 095 | 68 095 | 76 012 CHF | 76 896 CHF | 99,27% | 99,27% |
13/08/2024 | 1,39% | 1,10 CHF | 1,11 CHF | 152 000 | 152 000 | 68 006 | 68 006 | 75 143 CHF | 76 026 CHF | 100,00% | 100,00% |
12/08/2024 | 1,38% | 1,11 CHF | 1,12 CHF | 151 000 | 151 000 | 68 020 | 68 020 | 75 291 CHF | 76 174 CHF | 99,25% | 99,25% |
09/08/2024 | 1,40% | 1,10 CHF | 1,11 CHF | 152 000 | 152 000 | 67 960 | 67 960 | 74 658 CHF | 75 542 CHF | 99,75% | 99,75% |
08/08/2024 | 1,48% | 1,07 CHF | 1,08 CHF | 153 000 | 153 000 | 69 062 | 69 062 | 73 053 CHF | 73 952 CHF | 99,79% | 99,79% |
07/08/2024 | 1,45% | 1,09 CHF | 1,10 CHF | 152 000 | 152 000 | 68 687 | 68 687 | 73 682 CHF | 74 578 CHF | 99,58% | 99,58% |
06/08/2024 | 1,67% | 1,06 CHF | 1,07 CHF | 155 000 | 155 000 | 71 345 | 71 345 | 71 608 CHF | 72 580 CHF | 97,97% | 97,97% |
02/08/2024 | 1,37% | 1,13 CHF | 1,14 CHF | 152 000 | 152 000 | 67 358 | 67 358 | 77 504 CHF | 78 379 CHF | 98,69% | 98,69% |
30/07/2024 | 1,52% | 1,04 CHF | 1,05 CHF | 152 000 | 152 000 | 68 842 | 68 842 | 70 396 CHF | 71 293 CHF | 99,94% | 99,94% |