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 | 0,94% | 1,02 CHF | 1,03 CHF | 225 000 | 225 000 | 230 873 | 230 873 | 244 195 CHF | 246 504 CHF | 99,97% | 99,97% |
14/08/2024 | 0,91% | 1,10 CHF | 1,11 CHF | 235 000 | 235 000 | 234 026 | 234 026 | 257 047 CHF | 259 388 CHF | 99,26% | 99,26% |
13/08/2024 | 0,89% | 1,12 CHF | 1,13 CHF | 240 000 | 240 000 | 238 874 | 238 874 | 268 080 CHF | 270 469 CHF | 100,00% | 100,00% |
12/08/2024 | 0,90% | 1,11 CHF | 1,12 CHF | 235 000 | 235 000 | 236 190 | 236 190 | 261 442 CHF | 263 806 CHF | 99,24% | 99,24% |
09/08/2024 | 0,89% | 1,11 CHF | 1,12 CHF | 240 000 | 240 000 | 239 254 | 239 254 | 268 931 CHF | 271 323 CHF | 99,98% | 99,98% |
08/08/2024 | 0,86% | 1,15 CHF | 1,16 CHF | 245 000 | 245 000 | 244 799 | 244 799 | 282 867 CHF | 285 315 CHF | 99,75% | 99,75% |
07/08/2024 | 0,87% | 1,14 CHF | 1,15 CHF | 240 000 | 240 000 | 243 060 | 243 060 | 276 943 CHF | 279 374 CHF | 99,95% | 99,95% |
06/08/2024 | 0,84% | 1,17 CHF | 1,18 CHF | 250 000 | 250 000 | 249 673 | 249 673 | 294 423 CHF | 296 920 CHF | 99,92% | 99,92% |
02/08/2024 | 0,95% | 1,12 CHF | 1,13 CHF | 245 000 | 245 000 | 234 169 | 234 169 | 246 171 CHF | 248 513 CHF | 99,38% | 99,38% |
30/07/2024 | 1,13% | 0,86 CHF | 0,87 CHF | 215 000 | 215 000 | 214 115 | 214 115 | 187 817 CHF | 189 958 CHF | 99,99% | 99,99% |