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 | 0,89% | 1,15 CHF | 1,16 CHF | 295 000 | 295 000 | 93 646 | 93 646 | 106 994 CHF | 107 931 CHF | 99,64% | 99,64% |
14/08/2024 | 0,90% | 1,13 CHF | 1,14 CHF | 295 000 | 295 000 | 94 416 | 94 416 | 106 485 CHF | 107 430 CHF | 99,72% | 99,72% |
13/08/2024 | 0,86% | 1,15 CHF | 1,16 CHF | 300 000 | 300 000 | 95 750 | 95 750 | 112 217 CHF | 113 175 CHF | 99,99% | 99,99% |
12/08/2024 | 0,87% | 1,18 CHF | 1,19 CHF | 300 000 | 300 000 | 95 987 | 95 987 | 113 158 CHF | 114 121 CHF | 98,99% | 98,99% |
09/08/2024 | 0,87% | 1,18 CHF | 1,19 CHF | 305 000 | 305 000 | 97 331 | 97 331 | 114 962 CHF | 115 937 CHF | 98,38% | 98,38% |
08/08/2024 | 0,85% | 1,17 CHF | 1,18 CHF | 300 000 | 300 000 | 96 678 | 96 678 | 115 063 CHF | 116 031 CHF | 99,97% | 99,97% |
07/08/2024 | 1,25% | 1,17 CHF | 1,18 CHF | 300 000 | 300 000 | 83 821 | 83 821 | 102 131 CHF | 103 054 CHF | 97,58% | 97,58% |
06/08/2024 | 1,21% | 0,90 CHF | 0,91 CHF | 270 000 | 270 000 | 87 216 | 87 216 | 80 734 CHF | 81 639 CHF | 99,98% | 99,98% |
02/08/2024 | 1,37% | 0,95 CHF | 0,96 CHF | 275 000 | 275 000 | 86 210 | 86 210 | 80 597 CHF | 81 528 CHF | 99,45% | 99,45% |
30/07/2024 | 1,37% | 0,76 CHF | 0,77 CHF | 240 000 | 240 000 | 76 650 | 76 650 | 57 710 CHF | 58 481 CHF | 99,90% | 99,90% |