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 | 0,74% | 1,37 CHF | 1,38 CHF | 295 000 | 295 000 | 93 645 | 93 645 | 128 292 CHF | 129 230 CHF | 99,64% | 99,64% |
14/08/2024 | 0,75% | 1,36 CHF | 1,37 CHF | 295 000 | 295 000 | 94 417 | 94 417 | 127 883 CHF | 128 829 CHF | 99,72% | 99,72% |
13/08/2024 | 0,72% | 1,38 CHF | 1,39 CHF | 300 000 | 300 000 | 95 771 | 95 771 | 133 900 CHF | 134 859 CHF | 100,00% | 100,00% |
12/08/2024 | 0,73% | 1,41 CHF | 1,42 CHF | 300 000 | 300 000 | 95 975 | 95 975 | 134 890 CHF | 135 853 CHF | 98,99% | 98,99% |
09/08/2024 | 0,73% | 1,41 CHF | 1,42 CHF | 305 000 | 305 000 | 97 290 | 97 290 | 136 883 CHF | 137 857 CHF | 98,36% | 98,36% |
08/08/2024 | 0,72% | 1,39 CHF | 1,40 CHF | 300 000 | 300 000 | 96 683 | 96 683 | 136 851 CHF | 137 819 CHF | 99,97% | 99,97% |
07/08/2024 | 1,05% | 1,40 CHF | 1,41 CHF | 300 000 | 300 000 | 83 828 | 83 828 | 121 011 CHF | 121 934 CHF | 97,59% | 97,59% |
06/08/2024 | 0,98% | 1,12 CHF | 1,13 CHF | 270 000 | 270 000 | 87 126 | 87 126 | 100 010 CHF | 100 914 CHF | 99,92% | 99,92% |
02/08/2024 | 1,10% | 1,18 CHF | 1,19 CHF | 275 000 | 275 000 | 86 157 | 86 157 | 99 928 CHF | 100 858 CHF | 99,43% | 99,43% |
30/07/2024 | 1,05% | 0,99 CHF | 1,00 CHF | 240 000 | 240 000 | 76 648 | 76 648 | 75 380 CHF | 76 150 CHF | 99,90% | 99,90% |