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 | 2,38% | 0,45 CHF | 0,46 CHF | 252 700 | 252 700 | 264 676 | 264 676 | 109 916 CHF | 112 564 CHF | 99,48% | 99,48% |
14/08/2024 | 2,51% | 0,39 CHF | 0,40 CHF | 274 100 | 274 100 | 272 967 | 272 967 | 107 415 CHF | 110 144 CHF | 99,73% | 99,73% |
13/08/2024 | 2,63% | 0,38 CHF | 0,39 CHF | 274 500 | 274 500 | 273 368 | 273 368 | 102 427 CHF | 105 161 CHF | 100,00% | 100,00% |
12/08/2024 | 2,58% | 0,38 CHF | 0,39 CHF | 277 300 | 277 300 | 276 026 | 276 026 | 105 897 CHF | 108 659 CHF | 99,16% | 99,16% |
09/08/2024 | 2,52% | 0,38 CHF | 0,39 CHF | 273 000 | 273 000 | 271 873 | 271 873 | 106 479 CHF | 109 198 CHF | 100,00% | 100,00% |
08/08/2024 | 2,70% | 0,37 CHF | 0,38 CHF | 271 500 | 271 500 | 270 285 | 270 285 | 98 755 CHF | 101 458 CHF | 99,93% | 99,93% |
07/08/2024 | 2,56% | 0,39 CHF | 0,40 CHF | 288 400 | 288 400 | 287 211 | 287 211 | 110 799 CHF | 113 671 CHF | 100,00% | 100,00% |
06/08/2024 | 2,89% | 0,34 CHF | 0,35 CHF | 282 800 | 282 800 | 293 757 | 293 757 | 100 237 CHF | 103 175 CHF | 99,94% | 99,94% |
02/08/2024 | 2,77% | 0,33 CHF | 0,34 CHF | 264 400 | 264 400 | 247 880 | 247 880 | 88 236 CHF | 90 714 CHF | 99,92% | 99,92% |
30/07/2024 | 2,09% | 0,47 CHF | 0,48 CHF | 220 400 | 220 400 | 219 494 | 219 494 | 104 156 CHF | 106 351 CHF | 100,00% | 100,00% |