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 | 1,14% | 1,34 CHF | 1,35 CHF | 200 000 | 200 000 | 91 049 | 91 049 | 123 205 CHF | 124 394 CHF | 99,90% | 99,90% |
14/08/2024 | 1,12% | 1,37 CHF | 1,38 CHF | 210 000 | 210 000 | 94 184 | 94 184 | 129 290 CHF | 130 514 CHF | 99,26% | 99,26% |
13/08/2024 | 1,08% | 1,39 CHF | 1,40 CHF | 210 000 | 210 000 | 95 763 | 95 763 | 135 668 CHF | 136 914 CHF | 99,99% | 99,99% |
12/08/2024 | 1,09% | 1,42 CHF | 1,43 CHF | 215 000 | 215 000 | 96 110 | 96 110 | 136 935 CHF | 138 187 CHF | 99,83% | 99,83% |
09/08/2024 | 1,08% | 1,43 CHF | 1,44 CHF | 220 000 | 220 000 | 96 921 | 96 921 | 138 597 CHF | 139 856 CHF | 99,89% | 99,89% |
08/08/2024 | 1,07% | 1,42 CHF | 1,43 CHF | 215 000 | 215 000 | 98 139 | 98 139 | 141 226 CHF | 142 501 CHF | 99,81% | 99,81% |
07/08/2024 | 1,10% | 1,42 CHF | 1,43 CHF | 215 000 | 215 000 | 96 279 | 96 279 | 135 790 CHF | 137 042 CHF | 99,90% | 99,90% |
06/08/2024 | 1,82% | 1,43 CHF | 1,44 CHF | 225 000 | 225 000 | 73 811 | 73 811 | 104 940 CHF | 106 158 CHF | 99,98% | 99,98% |
02/08/2024 | 1,09% | 1,40 CHF | 1,41 CHF | 215 000 | 215 000 | 96 148 | 96 148 | 136 099 CHF | 137 347 CHF | 99,99% | 99,99% |
30/07/2024 | 0,76% | 1,34 CHF | 1,35 CHF | 195 000 | 195 000 | 86 590 | 86 590 | 115 672 CHF | 116 540 CHF | 99,41% | 99,41% |