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 | 1,12% | 0,88 CHF | 0,89 CHF | 330 000 | 330 000 | 149 974 | 149 974 | 134 801 CHF | 136 303 CHF | 99,89% | 99,89% |
14/08/2024 | 1,12% | 0,91 CHF | 0,92 CHF | 340 000 | 340 000 | 152 734 | 152 734 | 138 745 CHF | 140 275 CHF | 99,26% | 99,26% |
13/08/2024 | 1,07% | 0,94 CHF | 0,95 CHF | 350 000 | 350 000 | 156 851 | 156 851 | 149 060 CHF | 150 631 CHF | 99,98% | 99,98% |
12/08/2024 | 1,11% | 0,94 CHF | 0,95 CHF | 350 000 | 350 000 | 154 011 | 154 011 | 142 658 CHF | 144 203 CHF | 99,03% | 99,03% |
09/08/2024 | 1,12% | 0,92 CHF | 0,93 CHF | 350 000 | 350 000 | 152 764 | 152 764 | 138 785 CHF | 140 316 CHF | 99,89% | 99,89% |
08/08/2024 | 1,08% | 0,92 CHF | 0,93 CHF | 350 000 | 350 000 | 157 495 | 157 495 | 147 237 CHF | 148 815 CHF | 99,99% | 99,99% |
07/08/2024 | 1,10% | 0,92 CHF | 0,93 CHF | 350 000 | 350 000 | 156 843 | 156 843 | 144 387 CHF | 145 959 CHF | 100,00% | 100,00% |
06/08/2024 | 1,28% | 0,93 CHF | 0,94 CHF | 360 000 | 360 000 | 156 562 | 156 562 | 141 546 CHF | 143 233 CHF | 99,91% | 99,91% |
02/08/2024 | 1,19% | 0,91 CHF | 0,92 CHF | 350 000 | 350 000 | 148 560 | 148 560 | 129 363 CHF | 130 852 CHF | 99,89% | 99,89% |
30/07/2024 | 1,31% | 0,77 CHF | 0,78 CHF | 300 000 | 300 000 | 134 150 | 134 150 | 104 022 CHF | 105 366 CHF | 99,89% | 99,89% |