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 | 0,71% | 1,38 CHF | 1,39 CHF | 130 000 | 130 000 | 130 018 | 130 018 | 181 651 CHF | 182 951 CHF | 99,99% | 99,99% |
14/08/2024 | 0,75% | 1,39 CHF | 1,40 CHF | 130 000 | 130 000 | 138 564 | 138 564 | 183 567 CHF | 184 953 CHF | 99,26% | 99,26% |
13/08/2024 | 0,80% | 1,27 CHF | 1,28 CHF | 140 000 | 140 000 | 140 000 | 140 000 | 174 322 CHF | 175 722 CHF | 99,93% | 99,93% |
12/08/2024 | 0,81% | 1,24 CHF | 1,25 CHF | 140 000 | 140 000 | 140 000 | 140 000 | 171 973 CHF | 173 373 CHF | 99,32% | 99,32% |
09/08/2024 | 0,82% | 1,25 CHF | 1,26 CHF | 140 000 | 140 000 | 140 000 | 140 000 | 170 753 CHF | 172 153 CHF | 99,99% | 99,99% |
08/08/2024 | 0,91% | 1,17 CHF | 1,18 CHF | 140 000 | 140 000 | 145 710 | 145 710 | 159 878 CHF | 161 336 CHF | 100,00% | 100,00% |
07/08/2024 | 0,79% | 1,26 CHF | 1,27 CHF | 140 000 | 140 000 | 140 000 | 140 000 | 176 545 CHF | 177 945 CHF | 100,00% | 100,00% |
06/08/2024 | 0,88% | 1,11 CHF | 1,12 CHF | 150 000 | 150 000 | 141 106 | 141 106 | 159 861 CHF | 161 272 CHF | 99,98% | 99,98% |
02/08/2024 | 0,72% | 1,36 CHF | 1,37 CHF | 140 000 | 140 000 | 133 881 | 133 881 | 184 404 CHF | 185 743 CHF | 99,94% | 99,94% |
31/07/2024 | 0,67% | 1,50 CHF | 1,51 CHF | 130 000 | 130 000 | 130 000 | 130 000 | 192 357 CHF | 193 657 CHF | 39,28% | 39,28% |