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 | 0,64% | 1,59 CHF | 1,60 CHF | 120 000 | 120 000 | 119 505 | 119 505 | 184 824 CHF | 186 019 CHF | 99,99% | 99,99% |
14/08/2024 | 0,68% | 1,49 CHF | 1,50 CHF | 120 000 | 120 000 | 121 149 | 121 149 | 178 288 CHF | 179 499 CHF | 99,27% | 99,27% |
13/08/2024 | 0,69% | 1,44 CHF | 1,45 CHF | 125 000 | 125 000 | 124 485 | 124 485 | 179 303 CHF | 180 548 CHF | 100,00% | 100,00% |
12/08/2024 | 0,69% | 1,44 CHF | 1,45 CHF | 125 000 | 125 000 | 124 419 | 124 419 | 179 238 CHF | 180 483 CHF | 99,25% | 99,25% |
09/08/2024 | 0,71% | 1,42 CHF | 1,43 CHF | 125 000 | 125 000 | 124 484 | 124 484 | 175 303 CHF | 176 548 CHF | 99,92% | 99,92% |
08/08/2024 | 0,73% | 1,39 CHF | 1,40 CHF | 125 000 | 125 000 | 124 487 | 124 487 | 170 614 CHF | 171 859 CHF | 99,47% | 99,47% |
07/08/2024 | 0,78% | 1,32 CHF | 1,33 CHF | 125 000 | 125 000 | 128 912 | 128 912 | 165 042 CHF | 166 331 CHF | 99,48% | 99,48% |
06/08/2024 | 0,82% | 1,21 CHF | 1,22 CHF | 130 000 | 130 000 | 129 880 | 129 880 | 156 973 CHF | 158 272 CHF | 98,28% | 98,28% |
02/08/2024 | 0,73% | 1,32 CHF | 1,33 CHF | 130 000 | 130 000 | 124 655 | 124 655 | 169 256 CHF | 170 502 CHF | 98,06% | 98,06% |
30/07/2024 | 0,64% | 1,57 CHF | 1,58 CHF | 120 000 | 120 000 | 119 505 | 119 505 | 186 079 CHF | 187 274 CHF | 99,99% | 99,99% |