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 | 1,21% | 0,86 CHF | 0,87 CHF | 166 000 | 166 000 | 169 287 | 169 287 | 139 156 CHF | 140 849 CHF | 99,99% | 99,99% |
14/08/2024 | 1,31% | 0,76 CHF | 0,77 CHF | 171 000 | 171 000 | 172 101 | 172 101 | 130 413 CHF | 132 134 CHF | 99,73% | 99,73% |
13/08/2024 | 1,41% | 0,70 CHF | 0,71 CHF | 175 000 | 175 000 | 175 000 | 175 000 | 122 948 CHF | 124 698 CHF | 100,00% | 100,00% |
12/08/2024 | 1,33% | 0,74 CHF | 0,75 CHF | 175 000 | 175 000 | 174 428 | 174 428 | 130 552 CHF | 132 296 CHF | 99,60% | 99,60% |
09/08/2024 | 1,33% | 0,74 CHF | 0,75 CHF | 175 000 | 175 000 | 173 233 | 173 233 | 129 591 CHF | 131 323 CHF | 99,99% | 99,99% |
08/08/2024 | 1,38% | 0,74 CHF | 0,75 CHF | 175 000 | 175 000 | 175 000 | 175 000 | 125 952 CHF | 127 702 CHF | 100,00% | 100,00% |
07/08/2024 | 1,31% | 0,77 CHF | 0,78 CHF | 171 000 | 171 000 | 171 924 | 171 924 | 130 452 CHF | 132 172 CHF | 99,97% | 99,97% |
06/08/2024 | 1,45% | 0,68 CHF | 0,69 CHF | 179 000 | 179 000 | 177 729 | 177 729 | 121 657 CHF | 123 434 CHF | 99,97% | 99,97% |
02/08/2024 | 1,15% | 0,85 CHF | 0,86 CHF | 166 000 | 166 000 | 166 007 | 166 007 | 143 888 CHF | 145 548 CHF | 99,98% | 99,98% |
31/07/2024 | 1,02% | 0,95 CHF | 0,96 CHF | 162 000 | 162 000 | 161 220 | 161 220 | 156 580 CHF | 158 192 CHF | 36,45% | 36,45% |