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 | 0,81% | 1,23 CHF | 1,24 CHF | 185 000 | 185 000 | 187 598 | 187 598 | 231 986 CHF | 233 862 CHF | 100,00% | 100,00% |
14/08/2024 | 0,81% | 1,23 CHF | 1,24 CHF | 190 000 | 190 000 | 187 927 | 187 927 | 230 522 CHF | 232 401 CHF | 99,26% | 99,26% |
13/08/2024 | 0,81% | 1,23 CHF | 1,24 CHF | 190 000 | 190 000 | 189 479 | 189 479 | 233 629 CHF | 235 523 CHF | 100,00% | 100,00% |
12/08/2024 | 0,82% | 1,23 CHF | 1,24 CHF | 190 000 | 190 000 | 189 112 | 189 112 | 231 196 CHF | 233 088 CHF | 99,14% | 99,14% |
09/08/2024 | 0,83% | 1,21 CHF | 1,22 CHF | 190 000 | 190 000 | 187 501 | 187 501 | 226 321 CHF | 228 196 CHF | 100,00% | 100,00% |
08/08/2024 | 0,82% | 1,22 CHF | 1,23 CHF | 190 000 | 190 000 | 189 216 | 189 216 | 228 953 CHF | 230 845 CHF | 99,99% | 99,99% |
07/08/2024 | 0,83% | 1,20 CHF | 1,21 CHF | 185 000 | 185 000 | 186 535 | 186 535 | 222 949 CHF | 224 814 CHF | 100,00% | 100,00% |
06/08/2024 | 0,84% | 1,19 CHF | 1,20 CHF | 190 000 | 190 000 | 189 157 | 189 157 | 225 496 CHF | 227 387 CHF | 100,00% | 100,00% |
02/08/2024 | 0,82% | 1,21 CHF | 1,22 CHF | 190 000 | 190 000 | 189 327 | 189 327 | 229 620 CHF | 231 513 CHF | 99,93% | 99,93% |
30/07/2024 | 0,84% | 1,17 CHF | 1,18 CHF | 175 000 | 175 000 | 176 513 | 176 513 | 208 212 CHF | 209 978 CHF | 100,00% | 100,00% |