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 | 1,50% | 0,97 CHF | 0,98 CHF | 165 000 | 165 000 | 75 243 | 75 243 | 76 016 CHF | 76 999 CHF | 99,88% | 99,88% |
14/08/2024 | 1,49% | 1,04 CHF | 1,05 CHF | 170 000 | 170 000 | 76 636 | 76 636 | 79 401 CHF | 80 396 CHF | 99,27% | 99,27% |
13/08/2024 | 1,39% | 1,09 CHF | 1,10 CHF | 175 000 | 175 000 | 78 448 | 78 448 | 87 483 CHF | 88 503 CHF | 100,00% | 100,00% |
12/08/2024 | 1,47% | 1,09 CHF | 1,10 CHF | 175 000 | 175 000 | 77 266 | 77 266 | 82 416 CHF | 83 419 CHF | 99,03% | 99,03% |
09/08/2024 | 1,50% | 1,05 CHF | 1,06 CHF | 175 000 | 175 000 | 76 640 | 76 640 | 79 337 CHF | 80 334 CHF | 99,89% | 99,89% |
08/08/2024 | 1,39% | 1,06 CHF | 1,07 CHF | 175 000 | 175 000 | 78 712 | 78 712 | 85 691 CHF | 86 718 CHF | 99,95% | 99,95% |
07/08/2024 | 1,46% | 1,06 CHF | 1,07 CHF | 175 000 | 175 000 | 78 411 | 78 411 | 83 147 CHF | 84 167 CHF | 99,98% | 99,98% |
06/08/2024 | 1,64% | 1,08 CHF | 1,09 CHF | 180 000 | 180 000 | 78 345 | 78 345 | 81 243 CHF | 82 321 CHF | 99,92% | 99,92% |
02/08/2024 | 1,69% | 1,04 CHF | 1,05 CHF | 175 000 | 175 000 | 74 285 | 74 285 | 71 264 CHF | 72 222 CHF | 99,88% | 99,88% |
30/07/2024 | 2,04% | 0,73 CHF | 0,74 CHF | 150 000 | 150 000 | 67 340 | 67 340 | 50 585 CHF | 51 462 CHF | 99,89% | 99,89% |