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 | 1,38% | 1,06 CHF | 1,07 CHF | 165 000 | 165 000 | 75 252 | 75 252 | 82 652 CHF | 83 635 CHF | 99,89% | 99,89% |
14/08/2024 | 1,38% | 1,13 CHF | 1,14 CHF | 170 000 | 170 000 | 76 640 | 76 640 | 86 104 CHF | 87 100 CHF | 99,26% | 99,26% |
13/08/2024 | 1,28% | 1,18 CHF | 1,19 CHF | 175 000 | 175 000 | 78 447 | 78 447 | 94 412 CHF | 95 432 CHF | 100,00% | 100,00% |
12/08/2024 | 1,35% | 1,18 CHF | 1,19 CHF | 175 000 | 175 000 | 77 263 | 77 263 | 89 173 CHF | 90 176 CHF | 99,02% | 99,02% |
09/08/2024 | 1,38% | 1,14 CHF | 1,15 CHF | 175 000 | 175 000 | 76 640 | 76 640 | 85 973 CHF | 86 970 CHF | 99,88% | 99,88% |
08/08/2024 | 1,29% | 1,15 CHF | 1,16 CHF | 175 000 | 175 000 | 78 720 | 78 720 | 92 546 CHF | 93 573 CHF | 99,96% | 99,96% |
07/08/2024 | 1,35% | 1,15 CHF | 1,16 CHF | 175 000 | 175 000 | 78 425 | 78 425 | 90 033 CHF | 91 052 CHF | 99,99% | 99,99% |
06/08/2024 | 1,52% | 1,17 CHF | 1,18 CHF | 180 000 | 180 000 | 78 305 | 78 305 | 87 961 CHF | 89 039 CHF | 99,90% | 99,90% |
02/08/2024 | 1,54% | 1,13 CHF | 1,14 CHF | 175 000 | 175 000 | 74 249 | 74 249 | 77 771 CHF | 78 728 CHF | 99,84% | 99,84% |
30/07/2024 | 1,82% | 0,82 CHF | 0,83 CHF | 150 000 | 150 000 | 67 334 | 67 334 | 56 615 CHF | 57 492 CHF | 99,89% | 99,89% |