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 | 0,83% | 1,24 CHF | 1,25 CHF | 120 000 | 120 000 | 119 505 | 119 505 | 143 573 CHF | 144 768 CHF | 99,98% | 99,98% |
14/08/2024 | 0,88% | 1,14 CHF | 1,15 CHF | 120 000 | 120 000 | 121 149 | 121 149 | 136 569 CHF | 137 781 CHF | 99,26% | 99,26% |
13/08/2024 | 0,91% | 1,10 CHF | 1,11 CHF | 125 000 | 125 000 | 124 484 | 124 484 | 136 603 CHF | 137 848 CHF | 99,98% | 99,98% |
12/08/2024 | 0,91% | 1,09 CHF | 1,10 CHF | 125 000 | 125 000 | 124 419 | 124 419 | 136 618 CHF | 137 863 CHF | 99,23% | 99,23% |
09/08/2024 | 0,93% | 1,08 CHF | 1,09 CHF | 125 000 | 125 000 | 124 484 | 124 484 | 132 798 CHF | 134 043 CHF | 99,89% | 99,89% |
08/08/2024 | 0,97% | 1,05 CHF | 1,06 CHF | 125 000 | 125 000 | 124 489 | 124 489 | 128 372 CHF | 129 617 CHF | 99,73% | 99,73% |
07/08/2024 | 1,06% | 0,97 CHF | 0,98 CHF | 125 000 | 125 000 | 128 910 | 128 910 | 121 274 CHF | 122 563 CHF | 99,32% | 99,32% |
06/08/2024 | 1,14% | 0,87 CHF | 0,88 CHF | 130 000 | 130 000 | 129 868 | 129 868 | 113 237 CHF | 114 536 CHF | 98,13% | 98,13% |
02/08/2024 | 0,98% | 0,98 CHF | 0,99 CHF | 130 000 | 130 000 | 124 654 | 124 654 | 126 873 CHF | 128 120 CHF | 98,08% | 98,08% |
30/07/2024 | 0,82% | 1,23 CHF | 1,24 CHF | 120 000 | 120 000 | 119 505 | 119 505 | 144 777 CHF | 145 972 CHF | 99,88% | 99,88% |