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 | 0,63% | 1,64 CHF | 1,65 CHF | 220 000 | 220 000 | 81 521 | 81 521 | 131 633 CHF | 132 456 CHF | 97,73% | 97,73% |
14/08/2024 | 0,65% | 1,61 CHF | 1,62 CHF | 220 000 | 220 000 | 98 707 | 98 707 | 156 229 CHF | 157 218 CHF | 99,03% | 99,03% |
13/08/2024 | 0,65% | 1,55 CHF | 1,56 CHF | 220 000 | 220 000 | 98 402 | 98 402 | 153 668 CHF | 154 654 CHF | 100,00% | 100,00% |
12/08/2024 | 0,65% | 1,56 CHF | 1,57 CHF | 220 000 | 220 000 | 98 526 | 98 526 | 154 787 CHF | 155 775 CHF | 99,13% | 99,13% |
09/08/2024 | 0,64% | 1,60 CHF | 1,61 CHF | 220 000 | 220 000 | 98 360 | 98 360 | 157 804 CHF | 158 790 CHF | 99,88% | 99,88% |
08/08/2024 | 0,62% | 1,60 CHF | 1,61 CHF | 220 000 | 220 000 | 98 060 | 98 060 | 159 196 CHF | 160 179 CHF | 99,95% | 99,95% |
07/08/2024 | 0,62% | 1,68 CHF | 1,69 CHF | 220 000 | 220 000 | 97 688 | 97 688 | 161 460 CHF | 162 439 CHF | 100,00% | 100,00% |
06/08/2024 | 0,60% | 1,65 CHF | 1,66 CHF | 220 000 | 220 000 | 98 389 | 98 389 | 165 716 CHF | 166 701 CHF | 99,93% | 99,93% |
02/08/2024 | 0,59% | 1,75 CHF | 1,76 CHF | 220 000 | 220 000 | 98 487 | 98 487 | 171 116 CHF | 172 103 CHF | 99,72% | 99,72% |
30/07/2024 | 0,60% | 1,71 CHF | 1,72 CHF | 220 000 | 220 000 | 98 412 | 98 412 | 167 900 CHF | 168 885 CHF | 100,00% | 100,00% |