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 | 1,01% | 0,94 CHF | 0,95 CHF | 128 000 | 128 000 | 128 866 | 128 866 | 126 736 CHF | 128 025 CHF | 100,00% | 100,00% |
14/08/2024 | 0,99% | 1,01 CHF | 1,02 CHF | 132 000 | 132 000 | 130 431 | 130 431 | 131 117 CHF | 132 421 CHF | 99,66% | 99,66% |
13/08/2024 | 0,95% | 1,05 CHF | 1,06 CHF | 134 000 | 134 000 | 133 294 | 133 294 | 140 099 CHF | 141 432 CHF | 99,74% | 99,74% |
12/08/2024 | 0,96% | 1,07 CHF | 1,08 CHF | 134 000 | 134 000 | 131 997 | 131 997 | 137 517 CHF | 138 838 CHF | 99,19% | 99,19% |
09/08/2024 | 0,99% | 1,02 CHF | 1,03 CHF | 132 000 | 132 000 | 131 552 | 131 552 | 131 736 CHF | 133 051 CHF | 99,99% | 99,99% |
08/08/2024 | 0,98% | 1,02 CHF | 1,03 CHF | 132 000 | 132 000 | 133 176 | 133 176 | 135 136 CHF | 136 468 CHF | 99,98% | 99,98% |
07/08/2024 | 1,03% | 0,99 CHF | 1,00 CHF | 132 000 | 132 000 | 131 379 | 131 379 | 127 123 CHF | 128 437 CHF | 99,97% | 99,97% |
06/08/2024 | 0,99% | 1,01 CHF | 1,02 CHF | 134 000 | 134 000 | 133 851 | 133 851 | 134 377 CHF | 135 716 CHF | 99,96% | 99,96% |
02/08/2024 | 1,12% | 0,90 CHF | 0,91 CHF | 130 000 | 130 000 | 128 144 | 128 144 | 113 529 CHF | 114 811 CHF | 99,94% | 99,94% |
30/07/2024 | 1,42% | 0,70 CHF | 0,71 CHF | 120 000 | 120 000 | 119 506 | 119 506 | 83 477 CHF | 84 672 CHF | 100,00% | 100,00% |