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 | 0,92% | 1,07 CHF | 1,08 CHF | 148 000 | 148 000 | 150 078 | 150 078 | 161 577 CHF | 163 078 CHF | 100,00% | 100,00% |
14/08/2024 | 0,93% | 1,07 CHF | 1,08 CHF | 152 000 | 152 000 | 150 341 | 150 341 | 160 169 CHF | 161 672 CHF | 99,26% | 99,26% |
13/08/2024 | 0,93% | 1,07 CHF | 1,08 CHF | 152 000 | 152 000 | 151 584 | 151 584 | 163 018 CHF | 164 534 CHF | 100,00% | 100,00% |
12/08/2024 | 0,94% | 1,07 CHF | 1,08 CHF | 152 000 | 152 000 | 151 289 | 151 289 | 160 628 CHF | 162 141 CHF | 99,13% | 99,13% |
09/08/2024 | 0,95% | 1,05 CHF | 1,06 CHF | 152 000 | 152 000 | 150 000 | 150 000 | 156 709 CHF | 158 209 CHF | 100,00% | 100,00% |
08/08/2024 | 0,95% | 1,06 CHF | 1,07 CHF | 152 000 | 152 000 | 151 373 | 151 373 | 158 937 CHF | 160 451 CHF | 100,00% | 100,00% |
07/08/2024 | 0,96% | 1,04 CHF | 1,05 CHF | 148 000 | 148 000 | 149 227 | 149 227 | 154 145 CHF | 155 637 CHF | 100,00% | 100,00% |
06/08/2024 | 0,96% | 1,02 CHF | 1,03 CHF | 152 000 | 152 000 | 151 324 | 151 324 | 156 095 CHF | 157 608 CHF | 99,82% | 99,82% |
02/08/2024 | 0,95% | 1,06 CHF | 1,07 CHF | 152 000 | 152 000 | 151 462 | 151 462 | 159 450 CHF | 160 965 CHF | 99,97% | 99,97% |
30/07/2024 | 0,99% | 0,99 CHF | 1,00 CHF | 140 000 | 140 000 | 141 210 | 141 210 | 141 589 CHF | 143 001 CHF | 100,00% | 100,00% |