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 | 1,00% | 1,02 CHF | 1,03 CHF | 220 000 | 220 000 | 81 521 | 81 521 | 81 387 CHF | 82 210 CHF | 97,73% | 97,73% |
14/08/2024 | 1,06% | 1,00 CHF | 1,01 CHF | 220 000 | 220 000 | 98 685 | 98 685 | 95 781 CHF | 96 770 CHF | 99,01% | 99,01% |
13/08/2024 | 1,07% | 0,94 CHF | 0,95 CHF | 220 000 | 220 000 | 98 404 | 98 404 | 93 337 CHF | 94 323 CHF | 100,00% | 100,00% |
12/08/2024 | 1,06% | 0,94 CHF | 0,95 CHF | 220 000 | 220 000 | 98 558 | 98 558 | 94 263 CHF | 95 252 CHF | 99,13% | 99,13% |
09/08/2024 | 1,03% | 0,99 CHF | 1,00 CHF | 220 000 | 220 000 | 98 368 | 98 368 | 97 537 CHF | 98 523 CHF | 99,89% | 99,89% |
08/08/2024 | 0,99% | 0,99 CHF | 1,00 CHF | 220 000 | 220 000 | 98 034 | 98 034 | 99 350 CHF | 100 332 CHF | 99,93% | 99,93% |
07/08/2024 | 0,98% | 1,06 CHF | 1,07 CHF | 220 000 | 220 000 | 97 691 | 97 691 | 101 833 CHF | 102 812 CHF | 100,00% | 100,00% |
06/08/2024 | 0,93% | 1,05 CHF | 1,06 CHF | 220 000 | 220 000 | 98 348 | 98 348 | 106 233 CHF | 107 219 CHF | 99,89% | 99,89% |
02/08/2024 | 0,91% | 1,14 CHF | 1,15 CHF | 220 000 | 220 000 | 98 447 | 98 447 | 110 751 CHF | 111 738 CHF | 99,69% | 99,69% |
30/07/2024 | 0,94% | 1,08 CHF | 1,09 CHF | 220 000 | 220 000 | 98 400 | 98 400 | 106 129 CHF | 107 115 CHF | 99,99% | 99,99% |