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 | 1,14% | 0,86 CHF | 0,87 CHF | 162 000 | 162 000 | 163 177 | 163 177 | 142 120 CHF | 143 751 CHF | 99,99% | 99,99% |
14/08/2024 | 1,14% | 0,87 CHF | 0,88 CHF | 163 000 | 163 000 | 163 375 | 163 375 | 142 712 CHF | 144 346 CHF | 99,26% | 99,26% |
13/08/2024 | 1,11% | 0,89 CHF | 0,90 CHF | 165 000 | 165 000 | 165 506 | 165 506 | 148 432 CHF | 150 087 CHF | 100,00% | 100,00% |
12/08/2024 | 1,10% | 0,90 CHF | 0,91 CHF | 166 000 | 166 000 | 166 073 | 166 073 | 149 830 CHF | 151 491 CHF | 98,53% | 98,53% |
09/08/2024 | 1,10% | 0,91 CHF | 0,92 CHF | 166 000 | 166 000 | 166 139 | 166 139 | 150 171 CHF | 151 832 CHF | 99,97% | 99,97% |
08/08/2024 | 1,07% | 0,91 CHF | 0,92 CHF | 167 000 | 167 000 | 168 377 | 168 377 | 156 407 CHF | 158 091 CHF | 99,99% | 99,99% |
07/08/2024 | 1,08% | 0,91 CHF | 0,92 CHF | 167 000 | 167 000 | 167 704 | 167 704 | 154 555 CHF | 156 232 CHF | 99,98% | 99,98% |
06/08/2024 | 1,05% | 0,94 CHF | 0,95 CHF | 169 000 | 169 000 | 170 001 | 170 001 | 160 486 CHF | 162 186 CHF | 99,91% | 99,91% |
02/08/2024 | 1,06% | 0,94 CHF | 0,95 CHF | 169 000 | 169 000 | 169 420 | 169 420 | 159 143 CHF | 160 837 CHF | 99,95% | 99,95% |
31/07/2024 | 1,10% | 0,91 CHF | 0,92 CHF | 167 000 | 167 000 | 165 720 | 165 720 | 149 315 CHF | 150 973 CHF | 39,25% | 39,25% |