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 | 0,71% | 1,45 CHF | 1,46 CHF | 220 000 | 220 000 | 81 508 | 81 508 | 116 584 CHF | 117 407 CHF | 97,72% | 97,72% |
14/08/2024 | 0,73% | 1,43 CHF | 1,44 CHF | 220 000 | 220 000 | 98 706 | 98 706 | 138 160 CHF | 139 149 CHF | 99,02% | 99,02% |
13/08/2024 | 0,74% | 1,37 CHF | 1,38 CHF | 220 000 | 220 000 | 98 389 | 98 389 | 135 666 CHF | 136 652 CHF | 99,99% | 99,99% |
12/08/2024 | 0,73% | 1,37 CHF | 1,38 CHF | 220 000 | 220 000 | 98 532 | 98 532 | 136 768 CHF | 137 757 CHF | 99,13% | 99,13% |
09/08/2024 | 0,72% | 1,42 CHF | 1,43 CHF | 220 000 | 220 000 | 98 358 | 98 358 | 139 738 CHF | 140 723 CHF | 99,88% | 99,88% |
08/08/2024 | 0,70% | 1,42 CHF | 1,43 CHF | 220 000 | 220 000 | 98 075 | 98 075 | 141 336 CHF | 142 319 CHF | 99,96% | 99,96% |
07/08/2024 | 0,70% | 1,49 CHF | 1,50 CHF | 220 000 | 220 000 | 97 674 | 97 674 | 143 676 CHF | 144 655 CHF | 99,97% | 99,97% |
06/08/2024 | 0,67% | 1,47 CHF | 1,48 CHF | 220 000 | 220 000 | 98 307 | 98 307 | 147 796 CHF | 148 781 CHF | 99,87% | 99,87% |
02/08/2024 | 0,66% | 1,57 CHF | 1,58 CHF | 220 000 | 220 000 | 98 408 | 98 408 | 152 971 CHF | 153 957 CHF | 99,66% | 99,66% |
30/07/2024 | 0,67% | 1,52 CHF | 1,53 CHF | 220 000 | 220 000 | 98 399 | 98 399 | 149 392 CHF | 150 378 CHF | 99,99% | 99,99% |