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 | 1,21% | 0,87 CHF | 0,88 CHF | 280 000 | 280 000 | 124 809 | 124 809 | 108 167 CHF | 109 432 CHF | 99,89% | 99,89% |
14/08/2024 | 1,10% | 0,92 CHF | 0,93 CHF | 295 000 | 295 000 | 133 032 | 133 032 | 122 805 CHF | 124 138 CHF | 99,26% | 99,26% |
13/08/2024 | 1,04% | 0,92 CHF | 0,93 CHF | 295 000 | 295 000 | 136 667 | 136 667 | 131 555 CHF | 132 924 CHF | 100,00% | 100,00% |
12/08/2024 | 1,03% | 0,99 CHF | 1,00 CHF | 310 000 | 310 000 | 138 801 | 138 801 | 137 241 CHF | 138 634 CHF | 99,03% | 99,03% |
09/08/2024 | 1,02% | 0,99 CHF | 1,00 CHF | 315 000 | 315 000 | 140 001 | 140 001 | 138 850 CHF | 140 252 CHF | 99,89% | 99,89% |
08/08/2024 | 1,01% | 1,00 CHF | 1,01 CHF | 315 000 | 315 000 | 141 745 | 141 745 | 142 446 CHF | 143 866 CHF | 99,94% | 99,94% |
07/08/2024 | 1,01% | 0,99 CHF | 1,00 CHF | 310 000 | 310 000 | 141 739 | 141 739 | 141 826 CHF | 143 247 CHF | 99,99% | 99,99% |
06/08/2024 | 1,00% | 1,00 CHF | 1,01 CHF | 320 000 | 320 000 | 145 220 | 145 220 | 146 518 CHF | 147 973 CHF | 99,81% | 99,81% |
02/08/2024 | 1,00% | 1,01 CHF | 1,02 CHF | 320 000 | 320 000 | 141 733 | 141 733 | 143 543 CHF | 144 967 CHF | 99,99% | 99,99% |
30/07/2024 | 1,00% | 1,02 CHF | 1,03 CHF | 305 000 | 305 000 | 136 779 | 136 779 | 139 237 CHF | 140 608 CHF | 99,89% | 99,89% |