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 | 0,80% | 1,28 CHF | 1,29 CHF | 450 000 | 450 000 | 149 804 | 149 804 | 193 064 CHF | 194 567 CHF | 99,07% | 99,07% |
14/08/2024 | 0,85% | 1,24 CHF | 1,25 CHF | 450 000 | 450 000 | 152 302 | 152 302 | 186 220 CHF | 187 750 CHF | 98,76% | 98,76% |
13/08/2024 | 0,89% | 1,18 CHF | 1,19 CHF | 450 000 | 450 000 | 165 323 | 165 323 | 191 709 CHF | 193 369 CHF | 99,45% | 99,45% |
12/08/2024 | 0,90% | 1,16 CHF | 1,17 CHF | 470 000 | 470 000 | 165 071 | 165 071 | 189 133 CHF | 190 799 CHF | 98,43% | 98,43% |
09/08/2024 | 0,91% | 1,13 CHF | 1,14 CHF | 470 000 | 470 000 | 173 245 | 173 245 | 194 912 CHF | 196 652 CHF | 89,84% | 89,84% |
08/08/2024 | 0,97% | 1,11 CHF | 1,12 CHF | 480 000 | 480 000 | 166 744 | 166 744 | 180 048 CHF | 181 723 CHF | 99,25% | 99,25% |
07/08/2024 | 0,96% | 1,13 CHF | 1,14 CHF | 480 000 | 480 000 | 170 435 | 170 435 | 186 347 CHF | 188 059 CHF | 96,52% | 96,52% |
06/08/2024 | 1,02% | 1,01 CHF | 1,02 CHF | 500 000 | 500 000 | 168 843 | 168 843 | 170 460 CHF | 172 156 CHF | 98,17% | 98,17% |
02/08/2024 | 0,96% | 1,03 CHF | 1,04 CHF | 490 000 | 490 000 | 159 362 | 159 362 | 169 087 CHF | 170 687 CHF | 97,96% | 97,96% |
30/07/2024 | 0,89% | 1,13 CHF | 1,14 CHF | 470 000 | 470 000 | 153 992 | 153 992 | 177 458 CHF | 179 005 CHF | 99,36% | 99,36% |