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 | 1,55% | 0,98 CHF | 0,99 CHF | 200 000 | 200 000 | 91 053 | 91 053 | 90 348 CHF | 91 537 CHF | 99,90% | 99,90% |
14/08/2024 | 1,51% | 1,01 CHF | 1,02 CHF | 210 000 | 210 000 | 94 180 | 94 180 | 95 586 CHF | 96 810 CHF | 99,27% | 99,27% |
13/08/2024 | 1,45% | 1,03 CHF | 1,04 CHF | 210 000 | 210 000 | 95 759 | 95 759 | 101 304 CHF | 102 551 CHF | 99,99% | 99,99% |
12/08/2024 | 1,45% | 1,06 CHF | 1,07 CHF | 215 000 | 215 000 | 96 110 | 96 110 | 102 293 CHF | 103 545 CHF | 99,83% | 99,83% |
09/08/2024 | 1,44% | 1,08 CHF | 1,09 CHF | 220 000 | 220 000 | 96 934 | 96 934 | 103 896 CHF | 105 154 CHF | 99,90% | 99,90% |
08/08/2024 | 1,42% | 1,07 CHF | 1,08 CHF | 215 000 | 215 000 | 98 104 | 98 104 | 106 166 CHF | 107 441 CHF | 99,78% | 99,78% |
07/08/2024 | 1,47% | 1,06 CHF | 1,07 CHF | 215 000 | 215 000 | 96 276 | 96 276 | 101 426 CHF | 102 678 CHF | 99,90% | 99,90% |
06/08/2024 | 2,42% | 1,07 CHF | 1,08 CHF | 225 000 | 225 000 | 73 796 | 73 796 | 78 790 CHF | 80 007 CHF | 99,97% | 99,97% |
02/08/2024 | 1,45% | 1,05 CHF | 1,06 CHF | 215 000 | 215 000 | 96 102 | 96 102 | 101 561 CHF | 102 809 CHF | 99,95% | 99,95% |
30/07/2024 | 1,05% | 0,98 CHF | 0,99 CHF | 195 000 | 195 000 | 86 590 | 86 590 | 83 878 CHF | 84 746 CHF | 99,41% | 99,41% |