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 | 1,01% | 1,01 CHF | 1,02 CHF | 457 900 | 457 900 | 463 773 | 463 773 | 458 098 CHF | 462 738 CHF | 100,00% | 100,00% |
14/08/2024 | 1,07% | 0,91 CHF | 0,92 CHF | 468 000 | 468 000 | 407 184 | 407 184 | 376 901 CHF | 380 973 CHF | 98,44% | 98,44% |
13/08/2024 | 0,85% | 1,10 CHF | 1,11 CHF | 368 000 | 368 000 | 365 542 | 365 542 | 426 507 CHF | 430 162 CHF | 99,99% | 99,99% |
12/08/2024 | 0,83% | 1,16 CHF | 1,17 CHF | 364 000 | 364 000 | 359 235 | 359 235 | 429 595 CHF | 433 188 CHF | 98,50% | 98,50% |
09/08/2024 | 0,83% | 1,18 CHF | 1,19 CHF | 356 300 | 356 300 | 364 093 | 364 093 | 436 676 CHF | 440 317 CHF | 99,93% | 99,93% |
08/08/2024 | 0,84% | 1,23 CHF | 1,24 CHF | 369 400 | 369 400 | 365 243 | 365 243 | 434 866 CHF | 438 519 CHF | 99,99% | 99,99% |
07/08/2024 | 0,84% | 1,16 CHF | 1,17 CHF | 362 700 | 362 700 | 358 748 | 358 748 | 426 962 CHF | 430 549 CHF | 99,98% | 99,98% |
06/08/2024 | 0,84% | 1,15 CHF | 1,16 CHF | 356 100 | 356 100 | 378 707 | 378 707 | 448 744 CHF | 452 531 CHF | 99,89% | 99,89% |
02/08/2024 | 0,67% | 1,23 CHF | 1,24 CHF | 274 300 | 274 300 | 259 861 | 259 861 | 391 617 CHF | 394 216 CHF | 99,92% | 99,92% |
30/07/2024 | 0,61% | 1,70 CHF | 1,71 CHF | 270 500 | 270 500 | 267 507 | 267 507 | 438 522 CHF | 441 197 CHF | 99,99% | 99,99% |