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 | 0,84% | 1,17 CHF | 1,18 CHF | 148 000 | 148 000 | 150 078 | 150 078 | 176 916 CHF | 178 417 CHF | 99,99% | 99,99% |
14/08/2024 | 0,85% | 1,17 CHF | 1,18 CHF | 152 000 | 152 000 | 150 342 | 150 342 | 175 477 CHF | 176 980 CHF | 99,26% | 99,26% |
13/08/2024 | 0,85% | 1,17 CHF | 1,18 CHF | 152 000 | 152 000 | 151 583 | 151 583 | 178 280 CHF | 179 796 CHF | 100,00% | 100,00% |
12/08/2024 | 0,86% | 1,17 CHF | 1,18 CHF | 152 000 | 152 000 | 151 290 | 151 290 | 175 872 CHF | 177 386 CHF | 99,14% | 99,14% |
09/08/2024 | 0,87% | 1,15 CHF | 1,16 CHF | 152 000 | 152 000 | 150 000 | 150 000 | 171 803 CHF | 173 303 CHF | 100,00% | 100,00% |
08/08/2024 | 0,87% | 1,16 CHF | 1,17 CHF | 152 000 | 152 000 | 151 373 | 151 373 | 174 105 CHF | 175 619 CHF | 99,97% | 99,97% |
07/08/2024 | 0,88% | 1,14 CHF | 1,15 CHF | 148 000 | 148 000 | 149 226 | 149 226 | 169 083 CHF | 170 575 CHF | 100,00% | 100,00% |
06/08/2024 | 0,88% | 1,12 CHF | 1,13 CHF | 152 000 | 152 000 | 151 325 | 151 325 | 171 174 CHF | 172 688 CHF | 100,00% | 100,00% |
02/08/2024 | 0,87% | 1,15 CHF | 1,16 CHF | 152 000 | 152 000 | 151 462 | 151 462 | 174 299 CHF | 175 814 CHF | 99,94% | 99,94% |
30/07/2024 | 0,90% | 1,09 CHF | 1,10 CHF | 140 000 | 140 000 | 141 210 | 141 210 | 155 586 CHF | 156 998 CHF | 100,00% | 100,00% |