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 | 0,85% | 1,21 CHF | 1,22 CHF | 220 000 | 220 000 | 81 532 | 81 532 | 96 627 CHF | 97 450 CHF | 97,73% | 97,73% |
14/08/2024 | 0,89% | 1,18 CHF | 1,19 CHF | 220 000 | 220 000 | 98 704 | 98 704 | 114 110 CHF | 115 099 CHF | 99,03% | 99,03% |
13/08/2024 | 0,89% | 1,13 CHF | 1,14 CHF | 220 000 | 220 000 | 98 393 | 98 393 | 111 605 CHF | 112 591 CHF | 99,99% | 99,99% |
12/08/2024 | 0,89% | 1,13 CHF | 1,14 CHF | 220 000 | 220 000 | 98 556 | 98 556 | 112 544 CHF | 113 533 CHF | 99,13% | 99,13% |
09/08/2024 | 0,86% | 1,17 CHF | 1,18 CHF | 220 000 | 220 000 | 98 346 | 98 346 | 115 906 CHF | 116 892 CHF | 99,87% | 99,87% |
08/08/2024 | 0,84% | 1,17 CHF | 1,18 CHF | 220 000 | 220 000 | 98 086 | 98 086 | 117 561 CHF | 118 544 CHF | 99,97% | 99,97% |
07/08/2024 | 0,83% | 1,25 CHF | 1,26 CHF | 220 000 | 220 000 | 97 694 | 97 694 | 120 022 CHF | 121 001 CHF | 99,99% | 99,99% |
06/08/2024 | 0,80% | 1,23 CHF | 1,24 CHF | 220 000 | 220 000 | 98 311 | 98 311 | 124 146 CHF | 125 131 CHF | 99,88% | 99,88% |
02/08/2024 | 0,78% | 1,32 CHF | 1,33 CHF | 220 000 | 220 000 | 98 484 | 98 484 | 129 055 CHF | 130 042 CHF | 99,72% | 99,72% |
30/07/2024 | 0,80% | 1,27 CHF | 1,28 CHF | 220 000 | 220 000 | 98 400 | 98 400 | 124 826 CHF | 125 812 CHF | 99,99% | 99,99% |