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 | 0,54% | 1,91 CHF | 1,92 CHF | 120 000 | 120 000 | 119 505 | 119 505 | 222 681 CHF | 223 876 CHF | 100,00% | 100,00% |
14/08/2024 | 0,56% | 1,80 CHF | 1,81 CHF | 120 000 | 120 000 | 121 149 | 121 149 | 216 540 CHF | 217 751 CHF | 99,27% | 99,27% |
13/08/2024 | 0,57% | 1,76 CHF | 1,77 CHF | 125 000 | 125 000 | 124 484 | 124 484 | 218 338 CHF | 219 582 CHF | 99,95% | 99,95% |
12/08/2024 | 0,57% | 1,75 CHF | 1,76 CHF | 125 000 | 125 000 | 124 418 | 124 418 | 218 420 CHF | 219 665 CHF | 99,20% | 99,20% |
09/08/2024 | 0,58% | 1,73 CHF | 1,74 CHF | 125 000 | 125 000 | 124 484 | 124 484 | 214 225 CHF | 215 470 CHF | 99,87% | 99,87% |
08/08/2024 | 0,59% | 1,71 CHF | 1,72 CHF | 125 000 | 125 000 | 124 480 | 124 480 | 209 409 CHF | 210 654 CHF | 98,15% | 98,15% |
07/08/2024 | 0,63% | 1,63 CHF | 1,64 CHF | 125 000 | 125 000 | 128 917 | 128 917 | 205 205 CHF | 206 495 CHF | 99,82% | 99,82% |
06/08/2024 | 0,66% | 1,52 CHF | 1,53 CHF | 130 000 | 130 000 | 129 879 | 129 879 | 197 044 CHF | 198 343 CHF | 98,63% | 98,63% |
02/08/2024 | 0,60% | 1,63 CHF | 1,64 CHF | 130 000 | 130 000 | 124 654 | 124 654 | 208 075 CHF | 209 321 CHF | 97,93% | 97,93% |
30/07/2024 | 0,53% | 1,89 CHF | 1,90 CHF | 120 000 | 120 000 | 119 505 | 119 505 | 223 945 CHF | 225 141 CHF | 100,00% | 100,00% |