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 | 1,17% | 0,84 CHF | 0,85 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 127 391 CHF | 128 891 CHF | 99,98% | 99,98% |
14/08/2024 | 1,15% | 0,86 CHF | 0,87 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 129 141 CHF | 130 641 CHF | 99,27% | 99,27% |
13/08/2024 | 1,14% | 0,87 CHF | 0,88 CHF | 150 000 | 150 000 | 152 079 | 152 079 | 133 085 CHF | 134 606 CHF | 100,00% | 100,00% |
12/08/2024 | 1,14% | 0,87 CHF | 0,88 CHF | 150 000 | 150 000 | 150 105 | 150 105 | 130 610 CHF | 132 112 CHF | 99,25% | 99,25% |
09/08/2024 | 1,15% | 0,87 CHF | 0,88 CHF | 160 000 | 160 000 | 155 397 | 155 397 | 134 717 CHF | 136 271 CHF | 99,98% | 99,98% |
08/08/2024 | 1,13% | 0,88 CHF | 0,89 CHF | 160 000 | 160 000 | 160 000 | 160 000 | 141 342 CHF | 142 942 CHF | 99,96% | 99,96% |
07/08/2024 | 1,17% | 0,86 CHF | 0,87 CHF | 150 000 | 150 000 | 151 990 | 151 990 | 129 278 CHF | 130 798 CHF | 99,98% | 99,98% |
06/08/2024 | 1,12% | 0,89 CHF | 0,90 CHF | 160 000 | 160 000 | 160 000 | 160 000 | 142 257 CHF | 143 857 CHF | 99,93% | 99,93% |
02/08/2024 | 1,19% | 0,87 CHF | 0,88 CHF | 160 000 | 160 000 | 151 439 | 151 439 | 126 903 CHF | 128 417 CHF | 99,93% | 99,93% |
30/07/2024 | 1,76% | 0,55 CHF | 0,56 CHF | 130 000 | 130 000 | 130 000 | 130 000 | 73 146 CHF | 74 446 CHF | 100,00% | 100,00% |