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 | 2,64% | 0,43 CHF | 0,44 CHF | 859 500 | 859 500 | 386 563 | 386 563 | 153 481 CHF | 157 357 CHF | 99,88% | 99,88% |
14/08/2024 | 2,78% | 0,36 CHF | 0,37 CHF | 882 800 | 882 800 | 384 516 | 384 516 | 138 853 CHF | 142 707 CHF | 99,70% | 99,70% |
13/08/2024 | 3,00% | 0,34 CHF | 0,35 CHF | 953 300 | 953 300 | 426 777 | 426 777 | 142 895 CHF | 147 171 CHF | 100,00% | 100,00% |
12/08/2024 | 2,97% | 0,34 CHF | 0,35 CHF | 948 200 | 948 200 | 423 884 | 423 884 | 143 042 CHF | 147 293 CHF | 99,05% | 99,05% |
09/08/2024 | 3,10% | 0,33 CHF | 0,34 CHF | 973 400 | 973 400 | 436 207 | 436 207 | 142 058 CHF | 146 431 CHF | 98,36% | 98,36% |
08/08/2024 | 3,42% | 0,30 CHF | 0,31 CHF | 1 148 300 | 1 148 300 | 509 433 | 509 433 | 151 787 CHF | 156 892 CHF | 99,97% | 99,97% |
07/08/2024 | 3,26% | 0,32 CHF | 0,33 CHF | 1 064 800 | 1 064 800 | 502 968 | 502 968 | 156 952 CHF | 161 991 CHF | 100,00% | 100,00% |
06/08/2024 | 3,64% | 0,28 CHF | 0,29 CHF | 1 196 800 | 1 196 800 | 527 030 | 527 030 | 144 119 CHF | 149 399 CHF | 99,98% | 99,98% |
02/08/2024 | 3,16% | 0,29 CHF | 0,30 CHF | 607 700 | 607 700 | 190 780 | 190 780 | 55 987 CHF | 57 923 CHF | 99,75% | 99,75% |
30/07/2024 | 1,56% | 0,61 CHF | 0,62 CHF | 517 000 | 517 000 | 229 065 | 229 065 | 148 158 CHF | 150 453 CHF | 100,00% | 100,00% |