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 | 0,75% | 1,36 CHF | 1,37 CHF | 220 000 | 220 000 | 81 526 | 81 526 | 109 148 CHF | 109 971 CHF | 97,73% | 97,73% |
14/08/2024 | 0,78% | 1,34 CHF | 1,35 CHF | 220 000 | 220 000 | 98 708 | 98 708 | 129 230 CHF | 130 219 CHF | 99,03% | 99,03% |
13/08/2024 | 0,79% | 1,28 CHF | 1,29 CHF | 220 000 | 220 000 | 98 402 | 98 402 | 126 703 CHF | 127 689 CHF | 100,00% | 100,00% |
12/08/2024 | 0,78% | 1,28 CHF | 1,29 CHF | 220 000 | 220 000 | 98 556 | 98 556 | 127 723 CHF | 128 712 CHF | 99,13% | 99,13% |
09/08/2024 | 0,77% | 1,33 CHF | 1,34 CHF | 220 000 | 220 000 | 98 377 | 98 377 | 130 869 CHF | 131 854 CHF | 99,90% | 99,90% |
08/08/2024 | 0,75% | 1,33 CHF | 1,34 CHF | 220 000 | 220 000 | 98 065 | 98 065 | 132 407 CHF | 133 390 CHF | 99,95% | 99,95% |
07/08/2024 | 0,74% | 1,40 CHF | 1,41 CHF | 220 000 | 220 000 | 97 338 | 97 338 | 134 398 CHF | 135 373 CHF | 99,99% | 99,99% |
06/08/2024 | 0,71% | 1,38 CHF | 1,39 CHF | 220 000 | 220 000 | 98 375 | 98 375 | 139 037 CHF | 140 022 CHF | 99,93% | 99,93% |
02/08/2024 | 0,70% | 1,48 CHF | 1,49 CHF | 220 000 | 220 000 | 98 422 | 98 422 | 144 046 CHF | 145 032 CHF | 99,67% | 99,67% |
30/07/2024 | 0,71% | 1,43 CHF | 1,44 CHF | 220 000 | 220 000 | 98 414 | 98 414 | 140 276 CHF | 141 262 CHF | 100,00% | 100,00% |