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 | 0,70% | 1,48 CHF | 1,49 CHF | 220 000 | 220 000 | 81 532 | 81 532 | 118 395 CHF | 119 218 CHF | 97,73% | 97,73% |
14/08/2024 | 0,72% | 1,45 CHF | 1,46 CHF | 220 000 | 220 000 | 98 704 | 98 704 | 140 283 CHF | 141 272 CHF | 99,03% | 99,03% |
13/08/2024 | 0,72% | 1,39 CHF | 1,40 CHF | 220 000 | 220 000 | 98 402 | 98 402 | 137 772 CHF | 138 758 CHF | 100,00% | 100,00% |
12/08/2024 | 0,72% | 1,40 CHF | 1,41 CHF | 220 000 | 220 000 | 98 546 | 98 546 | 138 958 CHF | 139 947 CHF | 99,13% | 99,13% |
09/08/2024 | 0,71% | 1,44 CHF | 1,45 CHF | 220 000 | 220 000 | 98 367 | 98 367 | 141 913 CHF | 142 898 CHF | 99,89% | 99,89% |
08/08/2024 | 0,69% | 1,44 CHF | 1,45 CHF | 220 000 | 220 000 | 98 063 | 98 063 | 143 439 CHF | 144 422 CHF | 99,95% | 99,95% |
07/08/2024 | 0,69% | 1,52 CHF | 1,53 CHF | 220 000 | 220 000 | 97 687 | 97 687 | 145 807 CHF | 146 786 CHF | 100,00% | 100,00% |
06/08/2024 | 0,66% | 1,49 CHF | 1,50 CHF | 220 000 | 220 000 | 98 352 | 98 352 | 150 022 CHF | 151 007 CHF | 99,88% | 99,88% |
02/08/2024 | 0,65% | 1,59 CHF | 1,60 CHF | 220 000 | 220 000 | 98 471 | 98 471 | 155 298 CHF | 156 285 CHF | 99,71% | 99,71% |
30/07/2024 | 0,66% | 1,54 CHF | 1,55 CHF | 220 000 | 220 000 | 98 411 | 98 411 | 151 620 CHF | 152 606 CHF | 100,00% | 100,00% |