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 | 1,28% | 0,76 CHF | 0,77 CHF | 168 000 | 168 000 | 169 313 | 169 313 | 131 829 CHF | 133 522 CHF | 100,00% | 100,00% |
14/08/2024 | 1,24% | 0,80 CHF | 0,81 CHF | 170 000 | 170 000 | 170 904 | 170 904 | 137 429 CHF | 139 138 CHF | 99,69% | 99,69% |
13/08/2024 | 1,25% | 0,81 CHF | 0,82 CHF | 172 000 | 172 000 | 171 731 | 171 731 | 136 892 CHF | 138 609 CHF | 99,73% | 99,73% |
12/08/2024 | 1,27% | 0,78 CHF | 0,79 CHF | 170 000 | 170 000 | 170 280 | 170 280 | 133 798 CHF | 135 502 CHF | 99,19% | 99,19% |
09/08/2024 | 1,24% | 0,80 CHF | 0,81 CHF | 172 000 | 172 000 | 172 597 | 172 597 | 138 459 CHF | 140 185 CHF | 100,00% | 100,00% |
08/08/2024 | 1,20% | 0,82 CHF | 0,83 CHF | 174 000 | 174 000 | 175 503 | 175 503 | 145 132 CHF | 146 887 CHF | 99,99% | 99,99% |
07/08/2024 | 1,19% | 0,82 CHF | 0,83 CHF | 174 000 | 174 000 | 176 043 | 176 043 | 147 459 CHF | 149 219 CHF | 100,00% | 100,00% |
06/08/2024 | 1,11% | 0,88 CHF | 0,89 CHF | 180 000 | 180 000 | 181 902 | 181 902 | 163 518 CHF | 165 337 CHF | 99,93% | 99,93% |
02/08/2024 | 1,28% | 0,81 CHF | 0,82 CHF | 174 000 | 174 000 | 171 933 | 171 933 | 133 338 CHF | 135 058 CHF | 99,93% | 99,93% |
30/07/2024 | 1,27% | 0,77 CHF | 0,78 CHF | 168 000 | 168 000 | 168 004 | 168 004 | 131 076 CHF | 132 757 CHF | 100,00% | 100,00% |