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 | 1,24% | 1,19 CHF | 1,20 CHF | 165 000 | 165 000 | 75 243 | 75 243 | 92 553 CHF | 93 535 CHF | 99,88% | 99,88% |
14/08/2024 | 1,23% | 1,26 CHF | 1,27 CHF | 170 000 | 170 000 | 76 612 | 76 612 | 96 106 CHF | 97 101 CHF | 99,24% | 99,24% |
13/08/2024 | 1,16% | 1,31 CHF | 1,32 CHF | 175 000 | 175 000 | 78 447 | 78 447 | 104 711 CHF | 105 730 CHF | 100,00% | 100,00% |
12/08/2024 | 1,21% | 1,31 CHF | 1,32 CHF | 175 000 | 175 000 | 77 272 | 77 272 | 99 428 CHF | 100 431 CHF | 99,03% | 99,03% |
09/08/2024 | 1,24% | 1,27 CHF | 1,28 CHF | 175 000 | 175 000 | 76 648 | 76 648 | 96 034 CHF | 97 031 CHF | 99,89% | 99,89% |
08/08/2024 | 1,17% | 1,28 CHF | 1,29 CHF | 175 000 | 175 000 | 78 698 | 78 698 | 102 844 CHF | 103 871 CHF | 99,94% | 99,94% |
07/08/2024 | 1,21% | 1,28 CHF | 1,29 CHF | 175 000 | 175 000 | 78 408 | 78 408 | 100 255 CHF | 101 275 CHF | 99,97% | 99,97% |
06/08/2024 | 1,36% | 1,30 CHF | 1,31 CHF | 180 000 | 180 000 | 78 295 | 78 295 | 98 114 CHF | 99 191 CHF | 99,87% | 99,87% |
02/08/2024 | 1,36% | 1,26 CHF | 1,27 CHF | 175 000 | 175 000 | 74 302 | 74 302 | 87 522 CHF | 88 480 CHF | 99,90% | 99,90% |
30/07/2024 | 1,58% | 0,96 CHF | 0,97 CHF | 150 000 | 150 000 | 67 341 | 67 341 | 65 513 CHF | 66 390 CHF | 99,89% | 99,89% |