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 | 1,11% | 0,97 CHF | 0,98 CHF | 220 000 | 220 000 | 81 519 | 81 519 | 81 102 CHF | 81 925 CHF | 97,72% | 97,72% |
14/08/2024 | 1,00% | 0,98 CHF | 0,99 CHF | 220 000 | 220 000 | 98 706 | 98 706 | 99 611 CHF | 100 600 CHF | 99,03% | 99,03% |
13/08/2024 | 0,98% | 1,04 CHF | 1,05 CHF | 220 000 | 220 000 | 98 403 | 98 403 | 102 180 CHF | 103 166 CHF | 100,00% | 100,00% |
12/08/2024 | 0,98% | 1,05 CHF | 1,06 CHF | 220 000 | 220 000 | 98 546 | 98 546 | 102 291 CHF | 103 280 CHF | 99,12% | 99,12% |
09/08/2024 | 1,02% | 1,00 CHF | 1,01 CHF | 220 000 | 220 000 | 98 347 | 98 347 | 97 466 CHF | 98 451 CHF | 99,87% | 99,87% |
08/08/2024 | 1,07% | 1,00 CHF | 1,01 CHF | 220 000 | 220 000 | 98 099 | 98 099 | 94 578 CHF | 95 561 CHF | 99,98% | 99,98% |
07/08/2024 | 1,08% | 0,92 CHF | 0,93 CHF | 220 000 | 220 000 | 97 663 | 97 663 | 91 251 CHF | 92 230 CHF | 99,98% | 99,98% |
06/08/2024 | 1,17% | 0,91 CHF | 0,92 CHF | 220 000 | 220 000 | 98 351 | 98 351 | 86 245 CHF | 87 230 CHF | 99,91% | 99,91% |
02/08/2024 | 1,17% | 0,83 CHF | 0,84 CHF | 220 000 | 220 000 | 98 485 | 98 485 | 84 833 CHF | 85 820 CHF | 99,72% | 99,72% |
30/07/2024 | 1,06% | 0,95 CHF | 0,96 CHF | 220 000 | 220 000 | 98 414 | 98 414 | 94 141 CHF | 95 127 CHF | 100,00% | 100,00% |