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 | 1,29% | 1,15 CHF | 1,16 CHF | 165 000 | 165 000 | 75 249 | 75 249 | 89 156 CHF | 90 139 CHF | 99,89% | 99,89% |
14/08/2024 | 1,28% | 1,21 CHF | 1,22 CHF | 170 000 | 170 000 | 76 633 | 76 633 | 92 816 CHF | 93 811 CHF | 99,25% | 99,25% |
13/08/2024 | 1,20% | 1,27 CHF | 1,28 CHF | 175 000 | 175 000 | 78 438 | 78 438 | 101 310 CHF | 102 330 CHF | 99,99% | 99,99% |
12/08/2024 | 1,26% | 1,27 CHF | 1,28 CHF | 175 000 | 175 000 | 77 262 | 77 262 | 95 943 CHF | 96 946 CHF | 99,03% | 99,03% |
09/08/2024 | 1,28% | 1,23 CHF | 1,24 CHF | 175 000 | 175 000 | 76 636 | 76 636 | 92 724 CHF | 93 721 CHF | 99,88% | 99,88% |
08/08/2024 | 1,21% | 1,23 CHF | 1,24 CHF | 175 000 | 175 000 | 78 727 | 78 727 | 99 378 CHF | 100 406 CHF | 99,97% | 99,97% |
07/08/2024 | 1,25% | 1,24 CHF | 1,25 CHF | 175 000 | 175 000 | 78 422 | 78 422 | 96 844 CHF | 97 864 CHF | 100,00% | 100,00% |
06/08/2024 | 1,41% | 1,25 CHF | 1,26 CHF | 180 000 | 180 000 | 78 349 | 78 349 | 94 742 CHF | 95 820 CHF | 99,94% | 99,94% |
02/08/2024 | 1,42% | 1,22 CHF | 1,23 CHF | 175 000 | 175 000 | 74 301 | 74 301 | 84 314 CHF | 85 272 CHF | 99,90% | 99,90% |
30/07/2024 | 1,65% | 0,91 CHF | 0,92 CHF | 150 000 | 150 000 | 67 339 | 67 339 | 62 634 CHF | 63 511 CHF | 99,89% | 99,89% |