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 | 0,87% | 1,10 CHF | 1,11 CHF | 320 000 | 320 000 | 325 246 | 325 246 | 371 676 CHF | 374 929 CHF | 92,77% | 92,77% |
14/08/2024 | 0,87% | 1,15 CHF | 1,16 CHF | 330 000 | 330 000 | 328 154 | 328 154 | 377 711 CHF | 380 992 CHF | 94,72% | 94,72% |
13/08/2024 | 0,85% | 1,17 CHF | 1,18 CHF | 330 000 | 330 000 | 331 439 | 331 439 | 387 366 CHF | 390 681 CHF | 93,76% | 93,76% |
12/08/2024 | 0,84% | 1,19 CHF | 1,20 CHF | 335 000 | 335 000 | 333 372 | 333 372 | 397 037 CHF | 400 373 CHF | 94,65% | 94,65% |
09/08/2024 | 0,83% | 1,20 CHF | 1,21 CHF | 340 000 | 340 000 | 335 200 | 335 200 | 400 083 CHF | 403 435 CHF | 90,31% | 90,31% |
08/08/2024 | 0,83% | 1,16 CHF | 1,17 CHF | 335 000 | 335 000 | 338 705 | 338 705 | 406 172 CHF | 409 559 CHF | 84,47% | 84,47% |
07/08/2024 | 0,83% | 1,22 CHF | 1,23 CHF | 340 000 | 340 000 | 338 948 | 338 948 | 409 323 CHF | 412 713 CHF | 90,71% | 90,71% |
06/08/2024 | 0,81% | 1,23 CHF | 1,24 CHF | 345 000 | 345 000 | 345 708 | 345 708 | 424 984 CHF | 428 441 CHF | 90,26% | 90,26% |
02/08/2024 | 0,87% | 1,18 CHF | 1,19 CHF | 340 000 | 340 000 | 331 079 | 331 079 | 378 409 CHF | 381 720 CHF | 88,00% | 88,00% |
30/07/2024 | 1,00% | 1,00 CHF | 1,01 CHF | 310 000 | 310 000 | 308 644 | 308 644 | 307 013 CHF | 310 099 CHF | 93,97% | 93,97% |