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 | 1,04% | 0,98 CHF | 0,99 CHF | 300 000 | 300 000 | 164 669 | 164 669 | 162 073 CHF | 163 726 CHF | 97,79% | 97,79% |
14/08/2024 | 1,14% | 0,94 CHF | 0,95 CHF | 310 000 | 310 000 | 157 506 | 156 946 | 156 590 CHF | 157 619 CHF | 98,74% | 98,74% |
13/08/2024 | 0,98% | 1,05 CHF | 1,06 CHF | 300 000 | 300 000 | 163 664 | 163 664 | 171 325 CHF | 172 969 CHF | 99,95% | 99,95% |
12/08/2024 | 0,97% | 1,05 CHF | 1,06 CHF | 300 000 | 300 000 | 163 521 | 163 521 | 173 336 CHF | 174 983 CHF | 99,05% | 99,05% |
09/08/2024 | 1,01% | 0,98 CHF | 0,99 CHF | 310 000 | 310 000 | 167 406 | 167 406 | 168 872 CHF | 170 555 CHF | 99,07% | 99,07% |
08/08/2024 | 1,04% | 1,03 CHF | 1,04 CHF | 310 000 | 310 000 | 173 281 | 173 281 | 172 320 CHF | 174 059 CHF | 99,74% | 99,74% |
07/08/2024 | 1,02% | 1,01 CHF | 1,02 CHF | 310 000 | 310 000 | 171 829 | 171 829 | 173 706 CHF | 175 433 CHF | 99,74% | 99,74% |
06/08/2024 | 1,28% | 0,96 CHF | 0,97 CHF | 330 000 | 330 000 | 178 923 | 178 923 | 173 898 CHF | 176 026 CHF | 99,31% | 99,31% |
02/08/2024 | 0,91% | 1,09 CHF | 1,10 CHF | 290 000 | 290 000 | 154 995 | 154 995 | 174 743 CHF | 176 306 CHF | 91,31% | 91,31% |
30/07/2024 | 0,85% | 1,20 CHF | 1,21 CHF | 280 000 | 280 000 | 148 472 | 148 472 | 180 302 CHF | 181 792 CHF | 96,24% | 96,24% |