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 | 0,86% | 1,22 CHF | 1,23 CHF | 180 000 | 180 000 | 184 698 | 184 698 | 214 524 CHF | 216 371 CHF | 100,00% | 100,00% |
14/08/2024 | 0,90% | 1,10 CHF | 1,11 CHF | 188 000 | 188 000 | 187 222 | 187 222 | 206 903 CHF | 208 776 CHF | 99,27% | 99,27% |
13/08/2024 | 0,93% | 1,07 CHF | 1,08 CHF | 192 000 | 192 000 | 191 100 | 191 100 | 203 498 CHF | 205 409 CHF | 100,00% | 100,00% |
12/08/2024 | 0,92% | 1,09 CHF | 1,10 CHF | 188 000 | 188 000 | 188 953 | 188 953 | 205 579 CHF | 207 469 CHF | 99,24% | 99,24% |
09/08/2024 | 0,94% | 1,07 CHF | 1,08 CHF | 192 000 | 192 000 | 191 402 | 191 402 | 201 648 CHF | 203 562 CHF | 99,99% | 99,99% |
08/08/2024 | 0,99% | 1,02 CHF | 1,03 CHF | 196 000 | 196 000 | 195 842 | 195 842 | 196 480 CHF | 198 438 CHF | 99,97% | 99,97% |
07/08/2024 | 0,97% | 1,04 CHF | 1,05 CHF | 192 000 | 192 000 | 194 447 | 194 447 | 199 464 CHF | 201 409 CHF | 99,98% | 99,98% |
06/08/2024 | 1,04% | 0,96 CHF | 0,97 CHF | 200 000 | 200 000 | 199 734 | 199 734 | 190 482 CHF | 192 480 CHF | 99,86% | 99,86% |
02/08/2024 | 0,87% | 1,04 CHF | 1,05 CHF | 196 000 | 196 000 | 187 333 | 187 333 | 214 159 CHF | 216 032 CHF | 99,34% | 99,34% |
30/07/2024 | 0,71% | 1,42 CHF | 1,43 CHF | 172 000 | 172 000 | 171 292 | 171 292 | 241 458 CHF | 243 171 CHF | 99,99% | 99,99% |