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 | 0,84% | 1,18 CHF | 1,19 CHF | 230 000 | 230 000 | 233 098 | 233 098 | 276 824 CHF | 279 155 CHF | 100,00% | 100,00% |
14/08/2024 | 0,83% | 1,20 CHF | 1,21 CHF | 235 000 | 235 000 | 236 092 | 236 092 | 282 354 CHF | 284 715 CHF | 99,69% | 99,69% |
13/08/2024 | 0,82% | 1,20 CHF | 1,21 CHF | 240 000 | 240 000 | 239 486 | 239 486 | 289 346 CHF | 291 741 CHF | 99,74% | 99,74% |
12/08/2024 | 0,83% | 1,20 CHF | 1,21 CHF | 240 000 | 240 000 | 238 291 | 238 291 | 285 076 CHF | 287 460 CHF | 99,24% | 99,24% |
09/08/2024 | 0,84% | 1,19 CHF | 1,20 CHF | 240 000 | 240 000 | 238 017 | 238 017 | 282 070 CHF | 284 451 CHF | 100,00% | 100,00% |
08/08/2024 | 0,84% | 1,18 CHF | 1,19 CHF | 240 000 | 240 000 | 239 019 | 239 019 | 281 947 CHF | 284 337 CHF | 100,00% | 100,00% |
07/08/2024 | 0,86% | 1,17 CHF | 1,18 CHF | 235 000 | 235 000 | 234 950 | 234 950 | 272 594 CHF | 274 943 CHF | 100,00% | 100,00% |
06/08/2024 | 0,85% | 1,16 CHF | 1,17 CHF | 240 000 | 240 000 | 239 740 | 239 740 | 280 012 CHF | 282 409 CHF | 99,36% | 99,36% |
02/08/2024 | 0,87% | 1,14 CHF | 1,15 CHF | 235 000 | 235 000 | 232 667 | 232 667 | 266 922 CHF | 269 249 CHF | 99,99% | 99,99% |
30/07/2024 | 0,87% | 1,15 CHF | 1,16 CHF | 225 000 | 225 000 | 224 076 | 224 076 | 257 030 CHF | 259 271 CHF | 100,00% | 100,00% |