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 | 0,62% | 1,70 CHF | 1,71 CHF | 390 000 | 390 000 | 216 396 | 216 396 | 361 205 CHF | 363 377 CHF | 99,89% | 99,89% |
14/08/2024 | 0,64% | 1,64 CHF | 1,65 CHF | 400 000 | 400 000 | 216 890 | 216 890 | 352 670 CHF | 354 862 CHF | 99,69% | 99,69% |
13/08/2024 | 0,65% | 1,63 CHF | 1,64 CHF | 400 000 | 400 000 | 218 513 | 218 513 | 349 562 CHF | 351 756 CHF | 99,73% | 99,73% |
12/08/2024 | 0,66% | 1,60 CHF | 1,61 CHF | 400 000 | 400 000 | 226 296 | 226 296 | 354 783 CHF | 357 062 CHF | 98,86% | 98,86% |
09/08/2024 | 0,69% | 1,52 CHF | 1,53 CHF | 420 000 | 420 000 | 227 007 | 227 007 | 337 535 CHF | 339 814 CHF | 96,64% | 96,64% |
08/08/2024 | 0,71% | 1,46 CHF | 1,47 CHF | 420 000 | 420 000 | 231 008 | 231 008 | 332 624 CHF | 334 942 CHF | 97,39% | 97,39% |
07/08/2024 | 0,73% | 1,49 CHF | 1,50 CHF | 420 000 | 420 000 | 233 722 | 233 722 | 332 789 CHF | 335 135 CHF | 97,98% | 97,98% |
06/08/2024 | 0,83% | 1,37 CHF | 1,38 CHF | 440 000 | 440 000 | 235 575 | 235 575 | 324 138 CHF | 326 737 CHF | 96,23% | 96,23% |
02/08/2024 | 1,09% | 1,63 CHF | 1,64 CHF | 400 000 | 400 000 | 139 447 | 139 447 | 224 776 CHF | 226 730 CHF | 91,83% | 91,83% |
30/07/2024 | 0,63% | 1,60 CHF | 1,61 CHF | 400 000 | 400 000 | 216 331 | 216 331 | 351 584 CHF | 353 754 CHF | 99,28% | 99,28% |