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% | 1,19 CHF | 1,20 CHF | 450 000 | 450 000 | 150 197 | 150 197 | 180 929 CHF | 182 437 CHF | 99,31% | 99,31% |
14/08/2024 | 0,91% | 1,16 CHF | 1,17 CHF | 450 000 | 450 000 | 152 651 | 152 651 | 173 962 CHF | 175 495 CHF | 98,80% | 98,80% |
13/08/2024 | 0,96% | 1,10 CHF | 1,11 CHF | 450 000 | 450 000 | 167 150 | 167 150 | 180 095 CHF | 181 774 CHF | 99,57% | 99,57% |
12/08/2024 | 0,96% | 1,07 CHF | 1,08 CHF | 480 000 | 480 000 | 168 389 | 168 389 | 179 067 CHF | 180 766 CHF | 98,59% | 98,59% |
09/08/2024 | 0,98% | 1,05 CHF | 1,06 CHF | 480 000 | 480 000 | 171 502 | 171 502 | 178 940 CHF | 180 662 CHF | 93,33% | 93,33% |
08/08/2024 | 1,05% | 1,03 CHF | 1,04 CHF | 480 000 | 480 000 | 167 111 | 167 111 | 166 858 CHF | 168 535 CHF | 98,59% | 98,59% |
07/08/2024 | 1,04% | 1,04 CHF | 1,05 CHF | 480 000 | 480 000 | 172 636 | 172 636 | 174 732 CHF | 176 466 CHF | 94,03% | 94,03% |
06/08/2024 | 1,11% | 0,93 CHF | 0,94 CHF | 510 000 | 510 000 | 173 335 | 173 335 | 161 187 CHF | 162 928 CHF | 98,02% | 98,02% |
02/08/2024 | 1,04% | 0,95 CHF | 0,96 CHF | 490 000 | 490 000 | 163 978 | 163 978 | 160 521 CHF | 162 166 CHF | 96,94% | 96,94% |
30/07/2024 | 0,96% | 1,05 CHF | 1,06 CHF | 470 000 | 470 000 | 154 109 | 154 109 | 164 493 CHF | 166 041 CHF | 98,92% | 98,92% |