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 | 1,07% | 1,01 CHF | 1,02 CHF | 220 000 | 220 000 | 81 511 | 81 511 | 84 350 CHF | 85 173 CHF | 97,72% | 97,72% |
14/08/2024 | 0,96% | 1,02 CHF | 1,03 CHF | 220 000 | 220 000 | 98 704 | 98 704 | 103 468 CHF | 104 457 CHF | 99,03% | 99,03% |
13/08/2024 | 0,94% | 1,08 CHF | 1,09 CHF | 220 000 | 220 000 | 98 403 | 98 403 | 106 110 CHF | 107 096 CHF | 100,00% | 100,00% |
12/08/2024 | 0,95% | 1,09 CHF | 1,10 CHF | 220 000 | 220 000 | 98 209 | 98 209 | 105 816 CHF | 106 801 CHF | 99,89% | 99,89% |
09/08/2024 | 0,98% | 1,03 CHF | 1,04 CHF | 220 000 | 220 000 | 98 376 | 98 376 | 101 379 CHF | 102 365 CHF | 99,90% | 99,90% |
08/08/2024 | 1,03% | 1,04 CHF | 1,05 CHF | 220 000 | 220 000 | 98 099 | 98 099 | 98 454 CHF | 99 437 CHF | 99,98% | 99,98% |
07/08/2024 | 1,04% | 0,96 CHF | 0,97 CHF | 220 000 | 220 000 | 97 659 | 97 659 | 95 051 CHF | 96 029 CHF | 99,97% | 99,97% |
06/08/2024 | 1,12% | 0,95 CHF | 0,96 CHF | 220 000 | 220 000 | 98 390 | 98 390 | 90 128 CHF | 91 114 CHF | 99,95% | 99,95% |
02/08/2024 | 1,12% | 0,87 CHF | 0,88 CHF | 220 000 | 220 000 | 98 463 | 98 463 | 88 660 CHF | 89 647 CHF | 99,69% | 99,69% |
30/07/2024 | 1,02% | 0,99 CHF | 1,00 CHF | 220 000 | 220 000 | 98 414 | 98 414 | 98 097 CHF | 99 083 CHF | 99,99% | 99,99% |