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 | 0,92% | 1,03 CHF | 1,04 CHF | 128 000 | 128 000 | 128 866 | 128 866 | 139 043 CHF | 140 331 CHF | 100,00% | 100,00% |
14/08/2024 | 0,90% | 1,11 CHF | 1,12 CHF | 132 000 | 132 000 | 130 431 | 130 431 | 143 596 CHF | 144 900 CHF | 99,68% | 99,68% |
13/08/2024 | 0,87% | 1,14 CHF | 1,15 CHF | 134 000 | 134 000 | 133 294 | 133 294 | 152 754 CHF | 154 087 CHF | 99,72% | 99,72% |
12/08/2024 | 0,88% | 1,16 CHF | 1,17 CHF | 134 000 | 134 000 | 131 997 | 131 997 | 149 973 CHF | 151 293 CHF | 99,24% | 99,24% |
09/08/2024 | 0,91% | 1,11 CHF | 1,12 CHF | 132 000 | 132 000 | 131 552 | 131 552 | 144 200 CHF | 145 516 CHF | 100,00% | 100,00% |
08/08/2024 | 0,90% | 1,11 CHF | 1,12 CHF | 132 000 | 132 000 | 133 177 | 133 177 | 147 619 CHF | 148 951 CHF | 99,95% | 99,95% |
07/08/2024 | 0,94% | 1,08 CHF | 1,09 CHF | 132 000 | 132 000 | 131 379 | 131 379 | 139 441 CHF | 140 755 CHF | 99,97% | 99,97% |
06/08/2024 | 0,91% | 1,10 CHF | 1,11 CHF | 134 000 | 134 000 | 133 850 | 133 850 | 146 871 CHF | 148 210 CHF | 99,93% | 99,93% |
02/08/2024 | 1,02% | 0,99 CHF | 1,00 CHF | 130 000 | 130 000 | 128 144 | 128 144 | 125 627 CHF | 126 908 CHF | 99,95% | 99,95% |
30/07/2024 | 1,25% | 0,80 CHF | 0,81 CHF | 120 000 | 120 000 | 119 506 | 119 506 | 95 036 CHF | 96 232 CHF | 100,00% | 100,00% |