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 | 1,20% | 1,24 CHF | 1,25 CHF | 165 000 | 165 000 | 75 253 | 75 253 | 95 901 CHF | 96 883 CHF | 99,89% | 99,89% |
14/08/2024 | 1,19% | 1,30 CHF | 1,31 CHF | 170 000 | 170 000 | 76 640 | 76 640 | 99 654 CHF | 100 650 CHF | 99,26% | 99,26% |
13/08/2024 | 1,12% | 1,36 CHF | 1,37 CHF | 175 000 | 175 000 | 78 448 | 78 448 | 108 330 CHF | 109 350 CHF | 100,00% | 100,00% |
12/08/2024 | 1,17% | 1,36 CHF | 1,37 CHF | 175 000 | 175 000 | 77 264 | 77 264 | 102 839 CHF | 103 842 CHF | 99,03% | 99,03% |
09/08/2024 | 1,20% | 1,32 CHF | 1,33 CHF | 175 000 | 175 000 | 76 639 | 76 639 | 99 530 CHF | 100 527 CHF | 99,88% | 99,88% |
08/08/2024 | 1,13% | 1,32 CHF | 1,33 CHF | 175 000 | 175 000 | 78 717 | 78 717 | 106 362 CHF | 107 389 CHF | 99,95% | 99,95% |
07/08/2024 | 1,17% | 1,33 CHF | 1,34 CHF | 175 000 | 175 000 | 78 422 | 78 422 | 103 802 CHF | 104 822 CHF | 100,00% | 100,00% |
06/08/2024 | 1,31% | 1,34 CHF | 1,35 CHF | 180 000 | 180 000 | 78 330 | 78 330 | 101 592 CHF | 102 670 CHF | 99,92% | 99,92% |
02/08/2024 | 1,31% | 1,31 CHF | 1,32 CHF | 175 000 | 175 000 | 74 275 | 74 275 | 90 892 CHF | 91 850 CHF | 99,87% | 99,87% |
30/07/2024 | 1,50% | 1,00 CHF | 1,01 CHF | 150 000 | 150 000 | 67 341 | 67 341 | 68 749 CHF | 69 626 CHF | 99,89% | 99,89% |