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 | 0,74% | 1,39 CHF | 1,40 CHF | 220 000 | 220 000 | 81 521 | 81 521 | 111 174 CHF | 111 997 CHF | 97,73% | 97,73% |
14/08/2024 | 0,77% | 1,36 CHF | 1,37 CHF | 220 000 | 220 000 | 98 704 | 98 704 | 131 641 CHF | 132 631 CHF | 99,03% | 99,03% |
13/08/2024 | 0,77% | 1,30 CHF | 1,31 CHF | 220 000 | 220 000 | 98 404 | 98 404 | 129 067 CHF | 130 052 CHF | 100,00% | 100,00% |
12/08/2024 | 0,77% | 1,31 CHF | 1,32 CHF | 220 000 | 220 000 | 98 541 | 98 541 | 130 133 CHF | 131 122 CHF | 99,15% | 99,15% |
09/08/2024 | 0,75% | 1,35 CHF | 1,36 CHF | 220 000 | 220 000 | 98 363 | 98 363 | 133 289 CHF | 134 274 CHF | 99,89% | 99,89% |
08/08/2024 | 0,73% | 1,35 CHF | 1,36 CHF | 220 000 | 220 000 | 98 095 | 98 095 | 134 898 CHF | 135 881 CHF | 99,98% | 99,98% |
07/08/2024 | 0,73% | 1,43 CHF | 1,44 CHF | 220 000 | 220 000 | 97 651 | 97 651 | 137 203 CHF | 138 182 CHF | 99,97% | 99,97% |
06/08/2024 | 0,70% | 1,40 CHF | 1,41 CHF | 220 000 | 220 000 | 98 295 | 98 295 | 141 336 CHF | 142 320 CHF | 99,87% | 99,87% |
02/08/2024 | 0,69% | 1,50 CHF | 1,51 CHF | 220 000 | 220 000 | 98 458 | 98 458 | 146 519 CHF | 147 505 CHF | 99,70% | 99,70% |
30/07/2024 | 0,70% | 1,45 CHF | 1,46 CHF | 220 000 | 220 000 | 98 410 | 98 410 | 142 733 CHF | 143 719 CHF | 100,00% | 100,00% |