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 | 1,42% | 1,07 CHF | 1,08 CHF | 200 000 | 200 000 | 91 049 | 91 049 | 98 482 CHF | 99 671 CHF | 99,90% | 99,90% |
14/08/2024 | 1,39% | 1,10 CHF | 1,11 CHF | 210 000 | 210 000 | 94 180 | 94 180 | 103 889 CHF | 105 113 CHF | 99,27% | 99,27% |
13/08/2024 | 1,34% | 1,12 CHF | 1,13 CHF | 210 000 | 210 000 | 95 758 | 95 758 | 109 768 CHF | 111 014 CHF | 100,00% | 100,00% |
12/08/2024 | 1,34% | 1,15 CHF | 1,16 CHF | 215 000 | 215 000 | 96 099 | 96 099 | 110 840 CHF | 112 091 CHF | 99,82% | 99,82% |
09/08/2024 | 1,33% | 1,16 CHF | 1,17 CHF | 220 000 | 220 000 | 96 920 | 96 920 | 112 458 CHF | 113 717 CHF | 99,89% | 99,89% |
08/08/2024 | 1,32% | 1,15 CHF | 1,16 CHF | 215 000 | 215 000 | 98 129 | 98 129 | 114 766 CHF | 116 041 CHF | 99,80% | 99,80% |
07/08/2024 | 1,35% | 1,15 CHF | 1,16 CHF | 215 000 | 215 000 | 96 279 | 96 279 | 109 965 CHF | 111 218 CHF | 99,90% | 99,90% |
06/08/2024 | 2,24% | 1,16 CHF | 1,17 CHF | 225 000 | 225 000 | 73 827 | 73 827 | 85 290 CHF | 86 508 CHF | 99,99% | 99,99% |
02/08/2024 | 1,34% | 1,14 CHF | 1,15 CHF | 215 000 | 215 000 | 96 149 | 96 149 | 110 165 CHF | 111 414 CHF | 99,99% | 99,99% |
30/07/2024 | 0,96% | 1,07 CHF | 1,08 CHF | 195 000 | 195 000 | 86 590 | 86 590 | 91 879 CHF | 92 747 CHF | 99,41% | 99,41% |