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% | 1,13 CHF | 1,14 CHF | 400 000 | 400 000 | 398 356 | 398 356 | 453 901 CHF | 457 885 CHF | 99,98% | 99,98% |
14/08/2024 | 0,88% | 1,16 CHF | 1,17 CHF | 410 000 | 410 000 | 400 099 | 400 099 | 455 336 CHF | 459 337 CHF | 99,27% | 99,27% |
13/08/2024 | 0,87% | 1,13 CHF | 1,14 CHF | 400 000 | 400 000 | 408 077 | 408 077 | 467 199 CHF | 471 280 CHF | 100,00% | 100,00% |
12/08/2024 | 0,88% | 1,14 CHF | 1,15 CHF | 410 000 | 410 000 | 405 398 | 405 398 | 461 319 CHF | 465 375 CHF | 99,94% | 99,94% |
09/08/2024 | 0,89% | 1,13 CHF | 1,14 CHF | 410 000 | 410 000 | 403 674 | 403 674 | 453 668 CHF | 457 705 CHF | 99,96% | 99,96% |
08/08/2024 | 0,90% | 1,10 CHF | 1,11 CHF | 400 000 | 400 000 | 405 452 | 405 452 | 447 071 CHF | 451 126 CHF | 99,92% | 99,92% |
07/08/2024 | 0,88% | 1,13 CHF | 1,14 CHF | 410 000 | 410 000 | 409 232 | 409 232 | 462 977 CHF | 467 069 CHF | 99,97% | 99,97% |
06/08/2024 | 0,94% | 1,17 CHF | 1,18 CHF | 420 000 | 420 000 | 401 860 | 401 860 | 427 228 CHF | 431 246 CHF | 99,38% | 99,38% |
02/08/2024 | 1,00% | 0,99 CHF | 1,00 CHF | 390 000 | 390 000 | 385 862 | 385 862 | 383 774 CHF | 387 633 CHF | 99,98% | 99,98% |
30/07/2024 | 1,00% | 0,99 CHF | 1,00 CHF | 380 000 | 380 000 | 378 433 | 378 433 | 376 996 CHF | 380 780 CHF | 99,99% | 99,99% |