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 | 0,99% | 1,14 CHF | 1,15 CHF | 140 000 | 140 000 | 138 579 | 138 579 | 142 667 CHF | 144 054 CHF | 99,50% | 99,50% |
14/08/2024 | 1,02% | 1,00 CHF | 1,01 CHF | 140 000 | 140 000 | 138 583 | 138 583 | 138 586 CHF | 139 973 CHF | 99,23% | 99,23% |
13/08/2024 | 1,07% | 0,96 CHF | 0,97 CHF | 140 000 | 140 000 | 144 243 | 144 243 | 136 783 CHF | 138 227 CHF | 99,93% | 99,93% |
12/08/2024 | 1,13% | 0,89 CHF | 0,90 CHF | 150 000 | 150 000 | 148 193 | 148 193 | 133 697 CHF | 135 183 CHF | 99,93% | 99,93% |
09/08/2024 | 1,13% | 0,87 CHF | 0,88 CHF | 150 000 | 150 000 | 148 489 | 148 489 | 133 168 CHF | 134 655 CHF | 99,88% | 99,88% |
08/08/2024 | 1,17% | 0,99 CHF | 1,00 CHF | 150 000 | 150 000 | 154 817 | 154 817 | 135 853 CHF | 137 404 CHF | 98,59% | 98,59% |
07/08/2024 | 1,15% | 0,86 CHF | 0,87 CHF | 160 000 | 160 000 | 158 751 | 158 751 | 140 228 CHF | 141 818 CHF | 99,13% | 99,13% |
06/08/2024 | 1,23% | 0,83 CHF | 0,84 CHF | 160 000 | 160 000 | 158 387 | 158 387 | 131 394 CHF | 132 980 CHF | 99,80% | 99,80% |
02/08/2024 | 1,79% | 0,93 CHF | 0,94 CHF | 150 000 | 150 000 | 115 117 | 115 117 | 115 789 CHF | 117 065 CHF | 99,00% | 99,00% |
30/07/2024 | 0,71% | 1,41 CHF | 1,42 CHF | 130 000 | 130 000 | 128 684 | 128 684 | 184 998 CHF | 186 286 CHF | 99,98% | 99,98% |