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 | 1,45% | 1,65 CHF | 1,66 CHF | 180 000 | 180 000 | 73 649 | 73 649 | 120 387 CHF | 121 696 CHF | 99,42% | 99,42% |
14/08/2024 | 1,51% | 1,60 CHF | 1,61 CHF | 190 000 | 190 000 | 71 726 | 71 726 | 112 969 CHF | 114 217 CHF | 98,03% | 98,03% |
13/08/2024 | 1,65% | 1,46 CHF | 1,47 CHF | 200 000 | 200 000 | 84 838 | 84 838 | 120 573 CHF | 122 113 CHF | 99,91% | 99,91% |
12/08/2024 | 1,42% | 1,43 CHF | 1,44 CHF | 200 000 | 200 000 | 84 664 | 84 664 | 119 540 CHF | 120 890 CHF | 98,23% | 98,23% |
09/08/2024 | 1,53% | 1,41 CHF | 1,42 CHF | 210 000 | 210 000 | 80 806 | 80 806 | 114 204 CHF | 115 508 CHF | 97,61% | 97,61% |
08/08/2024 | 1,29% | 1,32 CHF | 1,33 CHF | 210 000 | 210 000 | 88 148 | 88 148 | 108 769 CHF | 109 910 CHF | 99,38% | 99,38% |
07/08/2024 | 1,17% | 1,24 CHF | 1,25 CHF | 220 000 | 220 000 | 88 791 | 88 791 | 116 841 CHF | 117 999 CHF | 98,01% | 98,01% |
06/08/2024 | 1,38% | 1,31 CHF | 1,32 CHF | 220 000 | 220 000 | 84 278 | 84 278 | 109 159 CHF | 110 316 CHF | 97,62% | 97,62% |
02/08/2024 | 1,48% | 1,26 CHF | 1,27 CHF | 220 000 | 220 000 | 84 322 | 84 322 | 109 291 CHF | 110 592 CHF | 97,72% | 97,72% |
30/07/2024 | 1,23% | 1,75 CHF | 1,76 CHF | 170 000 | 170 000 | 68 454 | 68 454 | 127 713 CHF | 128 942 CHF | 99,41% | 99,41% |