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 | 0,91% | 1,16 CHF | 1,17 CHF | 180 000 | 180 000 | 184 701 | 184 701 | 202 891 CHF | 204 738 CHF | 99,98% | 99,98% |
14/08/2024 | 0,96% | 1,04 CHF | 1,05 CHF | 188 000 | 188 000 | 187 222 | 187 222 | 194 451 CHF | 196 323 CHF | 99,27% | 99,27% |
13/08/2024 | 1,00% | 1,01 CHF | 1,02 CHF | 192 000 | 192 000 | 191 100 | 191 100 | 190 879 CHF | 192 790 CHF | 100,00% | 100,00% |
12/08/2024 | 0,97% | 1,02 CHF | 1,03 CHF | 188 000 | 188 000 | 188 954 | 188 954 | 193 553 CHF | 195 444 CHF | 99,23% | 99,23% |
09/08/2024 | 1,01% | 1,00 CHF | 1,01 CHF | 192 000 | 192 000 | 191 404 | 191 404 | 189 496 CHF | 191 410 CHF | 99,98% | 99,98% |
08/08/2024 | 1,06% | 0,96 CHF | 0,97 CHF | 196 000 | 196 000 | 195 841 | 195 841 | 183 535 CHF | 185 494 CHF | 99,94% | 99,94% |
07/08/2024 | 1,04% | 0,97 CHF | 0,98 CHF | 192 000 | 192 000 | 194 448 | 194 448 | 186 906 CHF | 188 851 CHF | 99,99% | 99,99% |
06/08/2024 | 1,12% | 0,90 CHF | 0,91 CHF | 200 000 | 200 000 | 199 738 | 199 738 | 178 049 CHF | 180 046 CHF | 99,92% | 99,92% |
02/08/2024 | 0,92% | 0,98 CHF | 0,99 CHF | 196 000 | 196 000 | 187 331 | 187 331 | 201 927 CHF | 203 800 CHF | 99,10% | 99,10% |
30/07/2024 | 0,74% | 1,36 CHF | 1,37 CHF | 172 000 | 172 000 | 171 292 | 171 292 | 230 536 CHF | 232 249 CHF | 99,99% | 99,99% |