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 | 0,77% | 1,28 CHF | 1,29 CHF | 112 000 | 112 000 | 110 506 | 110 506 | 142 454 CHF | 143 559 CHF | 100,00% | 100,00% |
14/08/2024 | 0,77% | 1,29 CHF | 1,30 CHF | 112 000 | 112 000 | 109 072 | 109 072 | 141 152 CHF | 142 243 CHF | 99,69% | 99,69% |
13/08/2024 | 0,80% | 1,25 CHF | 1,26 CHF | 110 000 | 110 000 | 107 126 | 107 126 | 133 987 CHF | 135 059 CHF | 99,74% | 99,74% |
12/08/2024 | 0,80% | 1,24 CHF | 1,25 CHF | 110 000 | 110 000 | 107 101 | 107 101 | 133 113 CHF | 134 184 CHF | 98,98% | 98,98% |
09/08/2024 | 0,81% | 1,25 CHF | 1,26 CHF | 110 000 | 110 000 | 106 899 | 106 899 | 130 876 CHF | 131 945 CHF | 100,00% | 100,00% |
08/08/2024 | 0,80% | 1,24 CHF | 1,25 CHF | 110 000 | 110 000 | 108 805 | 108 805 | 135 061 CHF | 136 149 CHF | 99,96% | 99,96% |
07/08/2024 | 0,81% | 1,24 CHF | 1,25 CHF | 110 000 | 110 000 | 108 465 | 108 465 | 134 153 CHF | 135 238 CHF | 99,99% | 99,99% |
06/08/2024 | 0,80% | 1,23 CHF | 1,24 CHF | 112 000 | 112 000 | 110 122 | 110 122 | 136 598 CHF | 137 699 CHF | 99,96% | 99,96% |
02/08/2024 | 0,82% | 1,23 CHF | 1,24 CHF | 110 000 | 110 000 | 105 698 | 105 698 | 128 030 CHF | 129 087 CHF | 99,94% | 99,94% |
30/07/2024 | 0,78% | 1,27 CHF | 1,28 CHF | 106 000 | 106 000 | 104 452 | 104 452 | 133 721 CHF | 134 766 CHF | 100,00% | 100,00% |