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 | 0,82% | 1,20 CHF | 1,21 CHF | 230 000 | 230 000 | 233 098 | 233 098 | 281 632 CHF | 283 963 CHF | 100,00% | 100,00% |
14/08/2024 | 0,82% | 1,22 CHF | 1,23 CHF | 235 000 | 235 000 | 236 092 | 236 092 | 287 208 CHF | 289 569 CHF | 99,69% | 99,69% |
13/08/2024 | 0,81% | 1,22 CHF | 1,23 CHF | 240 000 | 240 000 | 239 486 | 239 486 | 294 145 CHF | 296 540 CHF | 99,74% | 99,74% |
12/08/2024 | 0,82% | 1,22 CHF | 1,23 CHF | 240 000 | 240 000 | 238 291 | 238 291 | 289 880 CHF | 292 264 CHF | 99,23% | 99,23% |
09/08/2024 | 0,83% | 1,21 CHF | 1,22 CHF | 240 000 | 240 000 | 238 017 | 238 017 | 286 850 CHF | 289 230 CHF | 100,00% | 100,00% |
08/08/2024 | 0,83% | 1,21 CHF | 1,22 CHF | 240 000 | 240 000 | 239 019 | 239 019 | 286 714 CHF | 289 104 CHF | 99,99% | 99,99% |
07/08/2024 | 0,84% | 1,19 CHF | 1,20 CHF | 235 000 | 235 000 | 234 950 | 234 950 | 277 312 CHF | 279 662 CHF | 100,00% | 100,00% |
06/08/2024 | 0,84% | 1,18 CHF | 1,19 CHF | 240 000 | 240 000 | 239 740 | 239 740 | 284 757 CHF | 287 154 CHF | 99,35% | 99,35% |
02/08/2024 | 0,85% | 1,16 CHF | 1,17 CHF | 235 000 | 235 000 | 232 667 | 232 667 | 271 704 CHF | 274 031 CHF | 100,00% | 100,00% |
30/07/2024 | 0,85% | 1,17 CHF | 1,18 CHF | 225 000 | 225 000 | 224 076 | 224 076 | 261 610 CHF | 263 850 CHF | 100,00% | 100,00% |