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 | 1,12% | 0,91 CHF | 0,92 CHF | 220 000 | 220 000 | 81 521 | 81 521 | 72 267 CHF | 73 090 CHF | 97,73% | 97,73% |
14/08/2024 | 1,19% | 0,89 CHF | 0,90 CHF | 220 000 | 220 000 | 98 705 | 98 705 | 84 847 CHF | 85 836 CHF | 99,03% | 99,03% |
13/08/2024 | 1,21% | 0,83 CHF | 0,84 CHF | 220 000 | 220 000 | 98 400 | 98 400 | 82 376 CHF | 83 361 CHF | 100,00% | 100,00% |
12/08/2024 | 1,20% | 0,83 CHF | 0,84 CHF | 220 000 | 220 000 | 98 540 | 98 540 | 83 099 CHF | 84 088 CHF | 99,14% | 99,14% |
09/08/2024 | 1,16% | 0,88 CHF | 0,89 CHF | 220 000 | 220 000 | 98 373 | 98 373 | 86 638 CHF | 87 624 CHF | 99,89% | 99,89% |
08/08/2024 | 1,11% | 0,88 CHF | 0,89 CHF | 220 000 | 220 000 | 97 999 | 97 999 | 88 406 CHF | 89 388 CHF | 99,90% | 99,90% |
07/08/2024 | 1,10% | 0,95 CHF | 0,96 CHF | 220 000 | 220 000 | 97 688 | 97 688 | 91 016 CHF | 91 995 CHF | 100,00% | 100,00% |
06/08/2024 | 1,04% | 0,94 CHF | 0,95 CHF | 220 000 | 220 000 | 98 350 | 98 350 | 95 415 CHF | 96 400 CHF | 99,90% | 99,90% |
02/08/2024 | 1,01% | 1,03 CHF | 1,04 CHF | 220 000 | 220 000 | 98 398 | 98 398 | 99 682 CHF | 100 668 CHF | 99,65% | 99,65% |
30/07/2024 | 1,05% | 0,97 CHF | 0,98 CHF | 220 000 | 220 000 | 98 413 | 98 413 | 95 001 CHF | 95 987 CHF | 100,00% | 100,00% |