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 | 0,57% | 1,80 CHF | 1,81 CHF | 120 000 | 120 000 | 119 505 | 119 505 | 209 758 CHF | 210 953 CHF | 99,94% | 99,94% |
14/08/2024 | 0,59% | 1,69 CHF | 1,70 CHF | 120 000 | 120 000 | 121 151 | 121 151 | 203 503 CHF | 204 715 CHF | 99,25% | 99,25% |
13/08/2024 | 0,61% | 1,65 CHF | 1,66 CHF | 125 000 | 125 000 | 124 484 | 124 484 | 205 069 CHF | 206 314 CHF | 99,95% | 99,95% |
12/08/2024 | 0,61% | 1,65 CHF | 1,66 CHF | 125 000 | 125 000 | 124 418 | 124 418 | 205 107 CHF | 206 352 CHF | 99,20% | 99,20% |
09/08/2024 | 0,62% | 1,63 CHF | 1,64 CHF | 125 000 | 125 000 | 124 485 | 124 485 | 200 944 CHF | 202 189 CHF | 99,99% | 99,99% |
08/08/2024 | 0,63% | 1,60 CHF | 1,61 CHF | 125 000 | 125 000 | 124 478 | 124 478 | 196 199 CHF | 197 443 CHF | 98,71% | 98,71% |
07/08/2024 | 0,67% | 1,52 CHF | 1,53 CHF | 125 000 | 125 000 | 128 915 | 128 915 | 191 472 CHF | 192 762 CHF | 99,78% | 99,78% |
06/08/2024 | 0,71% | 1,41 CHF | 1,42 CHF | 130 000 | 130 000 | 129 881 | 129 881 | 183 393 CHF | 184 692 CHF | 98,83% | 98,83% |
02/08/2024 | 0,64% | 1,53 CHF | 1,54 CHF | 130 000 | 130 000 | 124 652 | 124 652 | 194 910 CHF | 196 156 CHF | 97,27% | 97,27% |
30/07/2024 | 0,56% | 1,78 CHF | 1,79 CHF | 120 000 | 120 000 | 119 505 | 119 505 | 211 026 CHF | 212 221 CHF | 100,00% | 100,00% |