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 | 0,61% | 1,60 CHF | 1,61 CHF | 330 000 | 330 000 | 153 361 | 153 361 | 253 403 CHF | 254 941 CHF | 99,88% | 99,88% |
14/08/2024 | 0,61% | 1,67 CHF | 1,68 CHF | 350 000 | 350 000 | 157 925 | 157 925 | 263 037 CHF | 264 620 CHF | 99,27% | 99,27% |
13/08/2024 | 0,60% | 1,69 CHF | 1,70 CHF | 355 000 | 355 000 | 158 540 | 158 540 | 267 729 CHF | 269 317 CHF | 99,99% | 99,99% |
12/08/2024 | 0,62% | 1,66 CHF | 1,67 CHF | 345 000 | 345 000 | 152 074 | 152 074 | 250 055 CHF | 251 581 CHF | 99,84% | 99,84% |
09/08/2024 | 1,66% | 1,65 CHF | 1,66 CHF | 345 000 | 345 000 | 100 330 | 100 330 | 164 935 CHF | 167 032 CHF | 99,88% | 99,88% |
08/08/2024 | 0,61% | 1,64 CHF | 1,65 CHF | 345 000 | 345 000 | 156 691 | 156 691 | 259 567 CHF | 261 137 CHF | 99,94% | 99,94% |
07/08/2024 | 0,63% | 1,64 CHF | 1,65 CHF | 345 000 | 345 000 | 153 751 | 153 751 | 252 266 CHF | 253 816 CHF | 99,97% | 99,97% |
06/08/2024 | 0,63% | 1,65 CHF | 1,66 CHF | 355 000 | 355 000 | 156 074 | 156 074 | 252 708 CHF | 254 272 CHF | 99,95% | 99,95% |
02/08/2024 | 0,69% | 1,56 CHF | 1,57 CHF | 330 000 | 330 000 | 105 493 | 105 493 | 161 160 CHF | 162 222 CHF | 99,89% | 99,89% |
30/07/2024 | 0,99% | 1,07 CHF | 1,08 CHF | 235 000 | 235 000 | 103 070 | 103 070 | 105 436 CHF | 106 469 CHF | 99,89% | 99,89% |