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 | 320 000 | 320 000 | 175 716 | 175 716 | 292 474 CHF | 294 237 CHF | 99,89% | 99,89% |
14/08/2024 | 0,65% | 1,63 CHF | 1,64 CHF | 320 000 | 320 000 | 176 782 | 176 782 | 285 570 CHF | 287 356 CHF | 99,69% | 99,69% |
13/08/2024 | 0,65% | 1,62 CHF | 1,63 CHF | 330 000 | 330 000 | 180 522 | 180 522 | 285 474 CHF | 287 287 CHF | 99,51% | 99,51% |
12/08/2024 | 0,67% | 1,58 CHF | 1,59 CHF | 330 000 | 330 000 | 185 397 | 185 397 | 285 787 CHF | 287 653 CHF | 98,56% | 98,56% |
09/08/2024 | 0,71% | 1,49 CHF | 1,50 CHF | 340 000 | 340 000 | 188 219 | 188 219 | 272 085 CHF | 273 974 CHF | 96,40% | 96,40% |
08/08/2024 | 0,74% | 1,41 CHF | 1,42 CHF | 350 000 | 350 000 | 192 119 | 192 119 | 267 320 CHF | 269 247 CHF | 98,03% | 98,03% |
07/08/2024 | 0,76% | 1,45 CHF | 1,46 CHF | 340 000 | 340 000 | 193 453 | 193 453 | 265 012 CHF | 266 954 CHF | 97,66% | 97,66% |
06/08/2024 | 0,86% | 1,30 CHF | 1,31 CHF | 370 000 | 370 000 | 197 183 | 197 183 | 260 390 CHF | 262 562 CHF | 95,74% | 95,74% |
02/08/2024 | 1,27% | 1,63 CHF | 1,64 CHF | 320 000 | 320 000 | 116 120 | 116 120 | 185 133 CHF | 186 948 CHF | 90,28% | 90,28% |
30/07/2024 | 0,64% | 1,57 CHF | 1,58 CHF | 320 000 | 320 000 | 174 565 | 174 565 | 279 916 CHF | 281 668 CHF | 98,49% | 98,49% |