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 | 2,98% | 0,32 CHF | 0,33 CHF | 162 500 | 162 500 | 156 258 | 156 258 | 51 696 CHF | 53 260 CHF | 100,00% | 100,00% |
14/08/2024 | 3,04% | 0,32 CHF | 0,33 CHF | 162 300 | 162 300 | 162 300 | 162 300 | 52 520 CHF | 54 143 CHF | 99,26% | 99,26% |
13/08/2024 | 3,05% | 0,32 CHF | 0,33 CHF | 164 600 | 164 600 | 164 600 | 164 600 | 53 175 CHF | 54 821 CHF | 100,00% | 100,00% |
12/08/2024 | 3,13% | 0,32 CHF | 0,33 CHF | 166 900 | 166 900 | 166 814 | 166 814 | 52 463 CHF | 54 132 CHF | 99,90% | 99,90% |
09/08/2024 | 3,18% | 0,31 CHF | 0,32 CHF | 170 700 | 170 700 | 170 700 | 170 700 | 52 822 CHF | 54 529 CHF | 100,00% | 100,00% |
08/08/2024 | 3,31% | 0,30 CHF | 0,31 CHF | 176 400 | 176 400 | 176 334 | 176 334 | 52 422 CHF | 54 186 CHF | 99,98% | 99,98% |
07/08/2024 | 3,49% | 0,28 CHF | 0,29 CHF | 179 700 | 179 700 | 179 700 | 179 700 | 50 671 CHF | 52 468 CHF | 100,00% | 100,00% |
06/08/2024 | 3,65% | 0,28 CHF | 0,29 CHF | 181 300 | 181 300 | 185 672 | 185 672 | 49 985 CHF | 51 841 CHF | 99,97% | 99,97% |
02/08/2024 | 3,45% | 0,27 CHF | 0,28 CHF | 192 200 | 192 200 | 192 200 | 192 200 | 54 805 CHF | 56 727 CHF | 99,98% | 99,98% |
30/07/2024 | 3,85% | 0,25 CHF | 0,26 CHF | 195 900 | 195 900 | 195 900 | 195 900 | 49 875 CHF | 51 834 CHF | 100,00% | 100,00% |