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 | 0,69% | 1,43 CHF | 1,44 CHF | 185 000 | 185 000 | 187 598 | 187 598 | 269 175 CHF | 271 051 CHF | 100,00% | 100,00% |
14/08/2024 | 0,70% | 1,43 CHF | 1,44 CHF | 190 000 | 190 000 | 187 928 | 187 928 | 267 391 CHF | 269 271 CHF | 99,27% | 99,27% |
13/08/2024 | 0,70% | 1,42 CHF | 1,43 CHF | 190 000 | 190 000 | 189 480 | 189 480 | 270 616 CHF | 272 511 CHF | 100,00% | 100,00% |
12/08/2024 | 0,70% | 1,42 CHF | 1,43 CHF | 190 000 | 190 000 | 189 111 | 189 111 | 268 211 CHF | 270 103 CHF | 99,14% | 99,14% |
09/08/2024 | 0,71% | 1,41 CHF | 1,42 CHF | 190 000 | 190 000 | 187 500 | 187 500 | 262 958 CHF | 264 834 CHF | 100,00% | 100,00% |
08/08/2024 | 0,71% | 1,41 CHF | 1,42 CHF | 190 000 | 190 000 | 189 216 | 189 216 | 265 341 CHF | 267 233 CHF | 100,00% | 100,00% |
07/08/2024 | 0,72% | 1,40 CHF | 1,41 CHF | 185 000 | 185 000 | 186 534 | 186 534 | 259 414 CHF | 261 279 CHF | 99,99% | 99,99% |
06/08/2024 | 0,72% | 1,38 CHF | 1,39 CHF | 190 000 | 190 000 | 189 156 | 189 156 | 261 816 CHF | 263 708 CHF | 99,99% | 99,99% |
02/08/2024 | 0,71% | 1,41 CHF | 1,42 CHF | 190 000 | 190 000 | 189 327 | 189 327 | 266 223 CHF | 268 117 CHF | 99,99% | 99,99% |
30/07/2024 | 0,72% | 1,37 CHF | 1,38 CHF | 175 000 | 175 000 | 176 513 | 176 513 | 242 912 CHF | 244 677 CHF | 100,00% | 100,00% |