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 | 1,48% | 1,03 CHF | 1,04 CHF | 200 000 | 200 000 | 91 048 | 91 048 | 94 694 CHF | 95 883 CHF | 99,90% | 99,90% |
14/08/2024 | 1,45% | 1,06 CHF | 1,07 CHF | 210 000 | 210 000 | 94 184 | 94 184 | 100 039 CHF | 101 263 CHF | 99,26% | 99,26% |
13/08/2024 | 1,38% | 1,08 CHF | 1,09 CHF | 210 000 | 210 000 | 95 762 | 95 762 | 105 866 CHF | 107 112 CHF | 99,93% | 99,93% |
12/08/2024 | 1,39% | 1,11 CHF | 1,12 CHF | 215 000 | 215 000 | 96 102 | 96 102 | 106 879 CHF | 108 131 CHF | 99,83% | 99,83% |
09/08/2024 | 1,38% | 1,12 CHF | 1,13 CHF | 220 000 | 220 000 | 96 918 | 96 918 | 108 467 CHF | 109 725 CHF | 99,89% | 99,89% |
08/08/2024 | 1,36% | 1,11 CHF | 1,12 CHF | 215 000 | 215 000 | 98 150 | 98 150 | 110 822 CHF | 112 098 CHF | 99,82% | 99,82% |
07/08/2024 | 1,40% | 1,11 CHF | 1,12 CHF | 215 000 | 215 000 | 96 280 | 96 280 | 105 992 CHF | 107 244 CHF | 99,90% | 99,90% |
06/08/2024 | 2,32% | 1,12 CHF | 1,13 CHF | 225 000 | 225 000 | 73 836 | 73 836 | 82 316 CHF | 83 534 CHF | 99,99% | 99,99% |
02/08/2024 | 1,39% | 1,09 CHF | 1,10 CHF | 215 000 | 215 000 | 96 144 | 96 144 | 106 229 CHF | 107 477 CHF | 99,99% | 99,99% |
30/07/2024 | 1,00% | 1,02 CHF | 1,03 CHF | 195 000 | 195 000 | 86 588 | 86 588 | 87 983 CHF | 88 851 CHF | 99,41% | 99,41% |