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 | 1,63% | 0,93 CHF | 0,94 CHF | 200 000 | 200 000 | 91 053 | 91 053 | 85 841 CHF | 87 030 CHF | 99,90% | 99,90% |
14/08/2024 | 1,59% | 0,96 CHF | 0,97 CHF | 210 000 | 210 000 | 94 182 | 94 182 | 91 001 CHF | 92 225 CHF | 99,27% | 99,27% |
13/08/2024 | 1,52% | 0,98 CHF | 0,99 CHF | 210 000 | 210 000 | 95 766 | 95 766 | 96 605 CHF | 97 852 CHF | 99,92% | 99,92% |
12/08/2024 | 1,52% | 1,01 CHF | 1,02 CHF | 215 000 | 215 000 | 96 111 | 96 111 | 97 566 CHF | 98 817 CHF | 99,83% | 99,83% |
09/08/2024 | 1,51% | 1,03 CHF | 1,04 CHF | 220 000 | 220 000 | 96 933 | 96 933 | 99 114 CHF | 100 373 CHF | 99,90% | 99,90% |
08/08/2024 | 1,49% | 1,02 CHF | 1,03 CHF | 215 000 | 215 000 | 98 131 | 98 131 | 101 508 CHF | 102 783 CHF | 99,80% | 99,80% |
07/08/2024 | 1,54% | 1,01 CHF | 1,02 CHF | 215 000 | 215 000 | 96 279 | 96 279 | 96 741 CHF | 97 993 CHF | 99,90% | 99,90% |
06/08/2024 | 2,54% | 1,03 CHF | 1,04 CHF | 225 000 | 225 000 | 73 801 | 73 801 | 75 288 CHF | 76 506 CHF | 99,97% | 99,97% |
02/08/2024 | 1,52% | 1,00 CHF | 1,01 CHF | 215 000 | 215 000 | 96 147 | 96 147 | 96 860 CHF | 98 109 CHF | 99,99% | 99,99% |
30/07/2024 | 1,11% | 0,93 CHF | 0,94 CHF | 195 000 | 195 000 | 86 590 | 86 590 | 79 430 CHF | 80 298 CHF | 99,41% | 99,41% |