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 | 3,45% | 0,30 CHF | 0,31 CHF | 316 600 | 316 600 | 319 638 | 319 638 | 91 155 CHF | 94 353 CHF | 99,99% | 99,99% |
14/08/2024 | 3,62% | 0,28 CHF | 0,29 CHF | 336 900 | 336 900 | 336 900 | 336 900 | 91 414 CHF | 94 783 CHF | 99,26% | 99,26% |
13/08/2024 | 3,87% | 0,26 CHF | 0,27 CHF | 338 400 | 338 400 | 338 130 | 338 130 | 85 772 CHF | 89 154 CHF | 100,00% | 100,00% |
12/08/2024 | 3,63% | 0,27 CHF | 0,28 CHF | 327 300 | 327 300 | 327 367 | 327 367 | 88 660 CHF | 91 934 CHF | 99,25% | 99,25% |
09/08/2024 | 3,66% | 0,27 CHF | 0,28 CHF | 335 300 | 335 300 | 336 090 | 336 090 | 90 138 CHF | 93 499 CHF | 100,00% | 100,00% |
08/08/2024 | 3,99% | 0,26 CHF | 0,27 CHF | 340 000 | 340 000 | 340 233 | 340 233 | 83 714 CHF | 87 117 CHF | 99,93% | 99,93% |
07/08/2024 | 3,83% | 0,27 CHF | 0,28 CHF | 393 200 | 393 200 | 398 031 | 398 031 | 101 949 CHF | 105 929 CHF | 99,99% | 99,99% |
06/08/2024 | 4,38% | 0,22 CHF | 0,23 CHF | 391 600 | 391 600 | 388 079 | 388 079 | 86 782 CHF | 90 663 CHF | 99,95% | 99,95% |
02/08/2024 | 3,07% | 0,28 CHF | 0,29 CHF | 198 300 | 198 300 | 195 981 | 195 981 | 63 192 CHF | 65 152 CHF | 99,90% | 99,90% |
30/07/2024 | 2,14% | 0,47 CHF | 0,48 CHF | 196 300 | 196 300 | 197 091 | 197 091 | 91 143 CHF | 93 114 CHF | 99,98% | 99,98% |