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 | 0,69% | 1,53 CHF | 1,54 CHF | 390 000 | 390 000 | 216 389 | 216 389 | 324 538 CHF | 326 710 CHF | 99,89% | 99,89% |
14/08/2024 | 0,72% | 1,47 CHF | 1,48 CHF | 400 000 | 400 000 | 216 900 | 216 900 | 316 121 CHF | 318 313 CHF | 99,68% | 99,68% |
13/08/2024 | 0,72% | 1,46 CHF | 1,47 CHF | 400 000 | 400 000 | 227 199 | 227 199 | 325 205 CHF | 327 486 CHF | 99,73% | 99,73% |
12/08/2024 | 0,74% | 1,43 CHF | 1,44 CHF | 410 000 | 410 000 | 227 828 | 227 828 | 318 814 CHF | 321 109 CHF | 99,12% | 99,12% |
09/08/2024 | 0,78% | 1,35 CHF | 1,36 CHF | 420 000 | 420 000 | 230 030 | 230 030 | 303 798 CHF | 306 108 CHF | 97,50% | 97,50% |
08/08/2024 | 0,81% | 1,29 CHF | 1,30 CHF | 430 000 | 430 000 | 238 336 | 238 336 | 304 017 CHF | 306 408 CHF | 98,07% | 98,07% |
07/08/2024 | 0,82% | 1,32 CHF | 1,33 CHF | 420 000 | 420 000 | 238 593 | 238 593 | 300 417 CHF | 302 811 CHF | 98,03% | 98,03% |
06/08/2024 | 0,93% | 1,20 CHF | 1,21 CHF | 450 000 | 450 000 | 239 500 | 239 500 | 290 696 CHF | 293 326 CHF | 96,23% | 96,23% |
02/08/2024 | 1,22% | 1,47 CHF | 1,48 CHF | 400 000 | 400 000 | 140 884 | 140 884 | 203 451 CHF | 205 420 CHF | 91,00% | 91,00% |
30/07/2024 | 0,71% | 1,42 CHF | 1,43 CHF | 400 000 | 400 000 | 215 477 | 215 477 | 313 126 CHF | 315 289 CHF | 98,89% | 98,89% |