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 | 1,33% | 0,78 CHF | 0,79 CHF | 166 000 | 166 000 | 169 286 | 169 286 | 126 667 CHF | 128 360 CHF | 99,99% | 99,99% |
14/08/2024 | 1,45% | 0,69 CHF | 0,70 CHF | 171 000 | 171 000 | 172 101 | 172 101 | 117 710 CHF | 119 431 CHF | 99,73% | 99,73% |
13/08/2024 | 1,58% | 0,62 CHF | 0,63 CHF | 175 000 | 175 000 | 175 000 | 175 000 | 110 137 CHF | 111 887 CHF | 100,00% | 100,00% |
12/08/2024 | 1,48% | 0,67 CHF | 0,68 CHF | 175 000 | 175 000 | 174 423 | 174 423 | 117 272 CHF | 119 016 CHF | 98,83% | 98,83% |
09/08/2024 | 1,47% | 0,67 CHF | 0,68 CHF | 175 000 | 175 000 | 173 233 | 173 233 | 117 215 CHF | 118 948 CHF | 100,00% | 100,00% |
08/08/2024 | 1,53% | 0,67 CHF | 0,68 CHF | 175 000 | 175 000 | 175 000 | 175 000 | 113 406 CHF | 115 156 CHF | 100,00% | 100,00% |
07/08/2024 | 1,45% | 0,69 CHF | 0,70 CHF | 171 000 | 171 000 | 171 925 | 171 925 | 117 664 CHF | 119 383 CHF | 100,00% | 100,00% |
06/08/2024 | 1,63% | 0,61 CHF | 0,62 CHF | 179 000 | 179 000 | 177 729 | 177 729 | 108 524 CHF | 110 301 CHF | 99,98% | 99,98% |
02/08/2024 | 1,25% | 0,78 CHF | 0,79 CHF | 166 000 | 166 000 | 166 007 | 166 007 | 132 152 CHF | 133 812 CHF | 99,98% | 99,98% |
31/07/2024 | 1,11% | 0,88 CHF | 0,89 CHF | 162 000 | 162 000 | 161 220 | 161 220 | 144 847 CHF | 146 460 CHF | 36,45% | 36,45% |