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 | 0,99% | 1,18 CHF | 1,19 CHF | 160 000 | 160 000 | 75 054 | 75 054 | 80 403 CHF | 81 156 CHF | 99,85% | 99,85% |
14/08/2024 | 1,14% | 0,99 CHF | 1,00 CHF | 180 000 | 180 000 | 76 847 | 76 847 | 71 486 CHF | 72 259 CHF | 98,59% | 98,59% |
13/08/2024 | 1,22% | 0,87 CHF | 0,88 CHF | 190 000 | 190 000 | 81 004 | 81 004 | 68 333 CHF | 69 147 CHF | 99,51% | 99,51% |
12/08/2024 | 1,29% | 0,86 CHF | 0,87 CHF | 200 000 | 200 000 | 82 811 | 82 811 | 66 589 CHF | 67 425 CHF | 98,94% | 98,94% |
09/08/2024 | 1,32% | 0,81 CHF | 0,82 CHF | 210 000 | 210 000 | 91 318 | 91 318 | 71 280 CHF | 72 197 CHF | 97,68% | 97,68% |
08/08/2024 | 1,61% | 0,71 CHF | 0,72 CHF | 230 000 | 230 000 | 101 260 | 101 260 | 66 860 CHF | 67 877 CHF | 99,42% | 99,42% |
07/08/2024 | 1,41% | 0,71 CHF | 0,72 CHF | 220 000 | 220 000 | 95 930 | 95 930 | 69 949 CHF | 70 911 CHF | 95,95% | 95,95% |
06/08/2024 | 1,35% | 0,65 CHF | 0,66 CHF | 220 000 | 220 000 | 92 306 | 92 306 | 67 135 CHF | 68 061 CHF | 97,70% | 97,70% |
02/08/2024 | 1,18% | 0,84 CHF | 0,85 CHF | 190 000 | 190 000 | 77 180 | 77 180 | 68 403 CHF | 69 200 CHF | 98,81% | 98,81% |
30/07/2024 | 0,80% | 1,16 CHF | 1,17 CHF | 160 000 | 160 000 | 65 514 | 65 514 | 83 007 CHF | 83 665 CHF | 99,77% | 99,77% |