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 | 1,31% | 0,88 CHF | 0,89 CHF | 429 800 | 429 800 | 193 302 | 193 302 | 155 632 CHF | 157 571 CHF | 99,89% | 99,89% |
14/08/2024 | 1,38% | 0,72 CHF | 0,73 CHF | 441 400 | 441 400 | 192 356 | 192 356 | 140 980 CHF | 142 908 CHF | 99,73% | 99,73% |
13/08/2024 | 1,49% | 0,68 CHF | 0,69 CHF | 476 700 | 476 700 | 213 394 | 213 394 | 144 991 CHF | 147 129 CHF | 100,00% | 100,00% |
12/08/2024 | 1,48% | 0,69 CHF | 0,70 CHF | 474 100 | 474 100 | 211 990 | 211 990 | 145 136 CHF | 147 262 CHF | 99,05% | 99,05% |
09/08/2024 | 1,54% | 0,67 CHF | 0,68 CHF | 486 700 | 486 700 | 218 112 | 218 112 | 144 496 CHF | 146 682 CHF | 98,37% | 98,37% |
08/08/2024 | 1,70% | 0,62 CHF | 0,63 CHF | 574 200 | 574 200 | 254 653 | 254 653 | 154 078 CHF | 156 630 CHF | 99,93% | 99,93% |
07/08/2024 | 1,62% | 0,66 CHF | 0,67 CHF | 532 400 | 532 400 | 251 284 | 251 284 | 158 973 CHF | 161 490 CHF | 99,97% | 99,97% |
06/08/2024 | 1,80% | 0,57 CHF | 0,58 CHF | 598 400 | 598 400 | 263 501 | 263 501 | 146 817 CHF | 149 457 CHF | 99,96% | 99,96% |
02/08/2024 | 2,46% | 0,58 CHF | 0,59 CHF | 303 900 | 303 900 | 95 413 | 95 413 | 56 977 CHF | 58 178 CHF | 99,74% | 99,74% |
30/07/2024 | 0,78% | 1,23 CHF | 1,24 CHF | 258 500 | 258 500 | 114 529 | 114 529 | 149 275 CHF | 150 422 CHF | 99,97% | 99,97% |