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 | 0,70% | 1,38 CHF | 1,39 CHF | 128 000 | 128 000 | 128 867 | 128 867 | 184 082 CHF | 185 370 CHF | 100,00% | 100,00% |
14/08/2024 | 0,69% | 1,46 CHF | 1,47 CHF | 132 000 | 132 000 | 130 432 | 130 432 | 189 033 CHF | 190 338 CHF | 99,68% | 99,68% |
13/08/2024 | 0,67% | 1,49 CHF | 1,50 CHF | 134 000 | 134 000 | 133 294 | 133 294 | 198 926 CHF | 200 258 CHF | 99,74% | 99,74% |
12/08/2024 | 0,67% | 1,51 CHF | 1,52 CHF | 134 000 | 134 000 | 131 997 | 131 997 | 195 856 CHF | 197 177 CHF | 99,20% | 99,20% |
09/08/2024 | 0,69% | 1,46 CHF | 1,47 CHF | 132 000 | 132 000 | 131 552 | 131 552 | 189 617 CHF | 190 932 CHF | 100,00% | 100,00% |
08/08/2024 | 0,69% | 1,46 CHF | 1,47 CHF | 132 000 | 132 000 | 133 176 | 133 176 | 193 400 CHF | 194 731 CHF | 99,93% | 99,93% |
07/08/2024 | 0,71% | 1,43 CHF | 1,44 CHF | 132 000 | 132 000 | 131 379 | 131 379 | 184 704 CHF | 186 017 CHF | 99,98% | 99,98% |
06/08/2024 | 0,69% | 1,44 CHF | 1,45 CHF | 134 000 | 134 000 | 133 850 | 133 850 | 192 534 CHF | 193 872 CHF | 99,96% | 99,96% |
02/08/2024 | 0,75% | 1,34 CHF | 1,35 CHF | 130 000 | 130 000 | 128 144 | 128 144 | 169 766 CHF | 171 047 CHF | 99,95% | 99,95% |
30/07/2024 | 0,87% | 1,15 CHF | 1,16 CHF | 120 000 | 120 000 | 119 506 | 119 506 | 136 976 CHF | 138 171 CHF | 100,00% | 100,00% |