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 | 1,22% | 1,25 CHF | 1,26 CHF | 200 000 | 200 000 | 91 049 | 91 049 | 114 972 CHF | 116 160 CHF | 99,90% | 99,90% |
14/08/2024 | 1,20% | 1,28 CHF | 1,29 CHF | 210 000 | 210 000 | 94 185 | 94 185 | 120 815 CHF | 122 039 CHF | 99,26% | 99,26% |
13/08/2024 | 1,16% | 1,30 CHF | 1,31 CHF | 210 000 | 210 000 | 95 758 | 95 758 | 127 014 CHF | 128 261 CHF | 100,00% | 100,00% |
12/08/2024 | 1,16% | 1,33 CHF | 1,34 CHF | 215 000 | 215 000 | 96 110 | 96 110 | 128 208 CHF | 129 459 CHF | 99,83% | 99,83% |
09/08/2024 | 1,15% | 1,34 CHF | 1,35 CHF | 220 000 | 220 000 | 96 920 | 96 920 | 129 867 CHF | 131 126 CHF | 99,89% | 99,89% |
08/08/2024 | 1,14% | 1,33 CHF | 1,34 CHF | 215 000 | 215 000 | 98 139 | 98 139 | 132 397 CHF | 133 672 CHF | 99,81% | 99,81% |
07/08/2024 | 1,17% | 1,33 CHF | 1,34 CHF | 215 000 | 215 000 | 96 279 | 96 279 | 127 158 CHF | 128 410 CHF | 99,90% | 99,90% |
06/08/2024 | 1,95% | 1,34 CHF | 1,35 CHF | 225 000 | 225 000 | 73 776 | 73 776 | 98 356 CHF | 99 574 CHF | 99,94% | 99,94% |
02/08/2024 | 1,16% | 1,31 CHF | 1,32 CHF | 215 000 | 215 000 | 96 159 | 96 159 | 127 456 CHF | 128 704 CHF | 100,00% | 100,00% |
30/07/2024 | 0,82% | 1,25 CHF | 1,26 CHF | 195 000 | 195 000 | 86 590 | 86 590 | 107 771 CHF | 108 639 CHF | 99,41% | 99,41% |