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 | 1,08% | 1,41 CHF | 1,42 CHF | 200 000 | 200 000 | 91 049 | 91 049 | 129 626 CHF | 130 815 CHF | 99,90% | 99,90% |
14/08/2024 | 1,07% | 1,44 CHF | 1,45 CHF | 210 000 | 210 000 | 94 185 | 94 185 | 135 921 CHF | 137 145 CHF | 99,26% | 99,26% |
13/08/2024 | 1,03% | 1,46 CHF | 1,47 CHF | 210 000 | 210 000 | 95 719 | 95 719 | 142 435 CHF | 143 682 CHF | 99,93% | 99,93% |
12/08/2024 | 1,04% | 1,49 CHF | 1,50 CHF | 215 000 | 215 000 | 96 106 | 96 106 | 143 782 CHF | 145 034 CHF | 99,83% | 99,83% |
09/08/2024 | 1,03% | 1,50 CHF | 1,51 CHF | 220 000 | 220 000 | 96 919 | 96 919 | 145 518 CHF | 146 776 CHF | 99,89% | 99,89% |
08/08/2024 | 1,02% | 1,50 CHF | 1,51 CHF | 215 000 | 215 000 | 98 113 | 98 113 | 148 157 CHF | 149 432 CHF | 99,78% | 99,78% |
07/08/2024 | 1,04% | 1,49 CHF | 1,50 CHF | 215 000 | 215 000 | 96 279 | 96 279 | 142 649 CHF | 143 901 CHF | 99,90% | 99,90% |
06/08/2024 | 1,74% | 1,50 CHF | 1,51 CHF | 225 000 | 225 000 | 73 824 | 73 824 | 110 170 CHF | 111 388 CHF | 99,99% | 99,99% |
02/08/2024 | 1,04% | 1,47 CHF | 1,48 CHF | 215 000 | 215 000 | 96 146 | 96 146 | 142 912 CHF | 144 161 CHF | 99,99% | 99,99% |
30/07/2024 | 0,72% | 1,42 CHF | 1,43 CHF | 195 000 | 195 000 | 86 589 | 86 589 | 121 842 CHF | 122 710 CHF | 99,41% | 99,41% |