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 | 1,09% | 0,90 CHF | 0,91 CHF | 148 000 | 148 000 | 150 078 | 150 078 | 136 637 CHF | 138 138 CHF | 100,00% | 100,00% |
14/08/2024 | 1,11% | 0,90 CHF | 0,91 CHF | 152 000 | 152 000 | 150 342 | 150 342 | 135 263 CHF | 136 766 CHF | 99,27% | 99,27% |
13/08/2024 | 1,09% | 0,90 CHF | 0,91 CHF | 152 000 | 152 000 | 151 584 | 151 584 | 137 776 CHF | 139 292 CHF | 100,00% | 100,00% |
12/08/2024 | 1,11% | 0,90 CHF | 0,91 CHF | 152 000 | 152 000 | 151 289 | 151 289 | 135 203 CHF | 136 717 CHF | 99,14% | 99,14% |
09/08/2024 | 1,13% | 0,88 CHF | 0,89 CHF | 152 000 | 152 000 | 150 000 | 150 000 | 132 050 CHF | 133 550 CHF | 100,00% | 100,00% |
08/08/2024 | 1,12% | 0,89 CHF | 0,90 CHF | 152 000 | 152 000 | 151 373 | 151 373 | 134 090 CHF | 135 604 CHF | 100,00% | 100,00% |
07/08/2024 | 1,14% | 0,87 CHF | 0,88 CHF | 148 000 | 148 000 | 149 228 | 149 228 | 129 663 CHF | 131 155 CHF | 99,98% | 99,98% |
06/08/2024 | 1,14% | 0,86 CHF | 0,87 CHF | 152 000 | 152 000 | 151 326 | 151 326 | 131 488 CHF | 133 001 CHF | 99,83% | 99,83% |
02/08/2024 | 1,12% | 0,89 CHF | 0,90 CHF | 152 000 | 152 000 | 151 461 | 151 461 | 134 413 CHF | 135 928 CHF | 99,96% | 99,96% |
30/07/2024 | 1,19% | 0,83 CHF | 0,84 CHF | 140 000 | 140 000 | 141 211 | 141 211 | 117 859 CHF | 119 271 CHF | 100,00% | 100,00% |