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 | 0,87% | 1,16 CHF | 1,17 CHF | 152 000 | 152 000 | 152 000 | 152 000 | 174 640 CHF | 176 160 CHF | 100,00% | 100,00% |
14/08/2024 | 0,91% | 1,13 CHF | 1,14 CHF | 152 000 | 152 000 | 153 912 | 153 912 | 168 071 CHF | 169 610 CHF | 99,25% | 99,25% |
13/08/2024 | 0,96% | 1,06 CHF | 1,07 CHF | 154 000 | 154 000 | 155 697 | 155 697 | 161 024 CHF | 162 581 CHF | 99,91% | 99,91% |
12/08/2024 | 0,95% | 1,06 CHF | 1,07 CHF | 154 000 | 154 000 | 154 820 | 154 820 | 163 005 CHF | 164 553 CHF | 99,28% | 99,28% |
09/08/2024 | 0,96% | 1,05 CHF | 1,06 CHF | 154 000 | 154 000 | 155 813 | 155 813 | 161 419 CHF | 162 978 CHF | 99,97% | 99,97% |
08/08/2024 | 1,01% | 1,01 CHF | 1,02 CHF | 156 000 | 156 000 | 157 347 | 157 347 | 155 343 CHF | 156 916 CHF | 99,98% | 99,98% |
07/08/2024 | 1,01% | 1,06 CHF | 1,07 CHF | 154 000 | 154 000 | 156 938 | 156 938 | 155 173 CHF | 156 743 CHF | 99,99% | 99,99% |
06/08/2024 | 1,17% | 0,88 CHF | 0,89 CHF | 160 000 | 160 000 | 161 669 | 161 669 | 138 002 CHF | 139 618 CHF | 99,94% | 99,94% |
02/08/2024 | 0,93% | 1,03 CHF | 1,04 CHF | 156 000 | 156 000 | 154 223 | 154 223 | 165 617 CHF | 167 159 CHF | 99,92% | 99,92% |
31/07/2024 | 0,87% | 1,15 CHF | 1,16 CHF | 152 000 | 152 000 | 152 083 | 152 083 | 173 817 CHF | 175 338 CHF | 39,24% | 39,24% |