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 | 0,56% | 1,81 CHF | 1,82 CHF | 401 000 | 401 000 | 390 217 | 390 217 | 699 775 CHF | 703 679 CHF | 100,00% | 100,00% |
14/08/2024 | 0,54% | 1,76 CHF | 1,77 CHF | 389 000 | 389 000 | 374 104 | 374 104 | 696 269 CHF | 700 010 CHF | 99,61% | 99,61% |
13/08/2024 | 0,54% | 1,89 CHF | 1,90 CHF | 372 100 | 372 100 | 390 926 | 390 926 | 726 108 CHF | 730 018 CHF | 100,00% | 100,00% |
12/08/2024 | 0,57% | 1,83 CHF | 1,84 CHF | 393 500 | 393 500 | 415 660 | 415 660 | 725 413 CHF | 729 570 CHF | 99,56% | 99,56% |
09/08/2024 | 0,60% | 1,65 CHF | 1,66 CHF | 418 500 | 418 500 | 435 073 | 435 073 | 717 073 CHF | 721 424 CHF | 99,94% | 99,94% |
08/08/2024 | 0,65% | 1,58 CHF | 1,59 CHF | 437 200 | 437 200 | 448 931 | 448 931 | 686 009 CHF | 690 500 CHF | 99,94% | 99,94% |
07/08/2024 | 0,67% | 1,51 CHF | 1,52 CHF | 450 700 | 450 700 | 454 793 | 454 793 | 678 693 CHF | 683 241 CHF | 99,97% | 99,97% |
06/08/2024 | 0,66% | 1,42 CHF | 1,43 CHF | 455 300 | 455 300 | 457 957 | 457 957 | 696 498 CHF | 701 077 CHF | 99,86% | 99,86% |
02/08/2024 | 0,52% | 1,60 CHF | 1,61 CHF | 354 800 | 354 800 | 368 029 | 368 029 | 712 725 CHF | 716 406 CHF | 99,67% | 99,67% |
30/07/2024 | 0,63% | 1,58 CHF | 1,59 CHF | 440 200 | 440 200 | 438 785 | 438 785 | 694 438 CHF | 698 826 CHF | 99,49% | 99,49% |