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 | 1,16% | 1,32 CHF | 1,33 CHF | 200 000 | 200 000 | 91 049 | 91 049 | 121 068 CHF | 122 256 CHF | 99,90% | 99,90% |
14/08/2024 | 1,14% | 1,35 CHF | 1,36 CHF | 210 000 | 210 000 | 94 183 | 94 183 | 127 265 CHF | 128 488 CHF | 99,27% | 99,27% |
13/08/2024 | 1,10% | 1,37 CHF | 1,38 CHF | 210 000 | 210 000 | 95 766 | 95 766 | 133 479 CHF | 134 726 CHF | 99,93% | 99,93% |
12/08/2024 | 1,10% | 1,40 CHF | 1,41 CHF | 215 000 | 215 000 | 96 105 | 96 105 | 134 665 CHF | 135 916 CHF | 99,83% | 99,83% |
09/08/2024 | 1,10% | 1,41 CHF | 1,42 CHF | 220 000 | 220 000 | 96 921 | 96 921 | 136 340 CHF | 137 598 CHF | 99,89% | 99,89% |
08/08/2024 | 1,09% | 1,40 CHF | 1,41 CHF | 215 000 | 215 000 | 98 149 | 98 149 | 139 069 CHF | 140 345 CHF | 99,82% | 99,82% |
07/08/2024 | 1,12% | 1,39 CHF | 1,40 CHF | 215 000 | 215 000 | 96 279 | 96 279 | 133 530 CHF | 134 782 CHF | 99,90% | 99,90% |
06/08/2024 | 1,85% | 1,41 CHF | 1,42 CHF | 225 000 | 225 000 | 73 834 | 73 834 | 103 282 CHF | 104 500 CHF | 99,99% | 99,99% |
02/08/2024 | 1,10% | 1,38 CHF | 1,39 CHF | 215 000 | 215 000 | 96 134 | 96 134 | 133 900 CHF | 135 148 CHF | 99,98% | 99,98% |
30/07/2024 | 0,77% | 1,32 CHF | 1,33 CHF | 195 000 | 195 000 | 86 588 | 86 588 | 113 652 CHF | 114 520 CHF | 99,41% | 99,41% |