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 | 1,83% | 0,52 CHF | 0,53 CHF | 397 700 | 397 700 | 385 479 | 385 479 | 209 529 CHF | 213 386 CHF | 100,00% | 100,00% |
14/08/2024 | 1,70% | 0,58 CHF | 0,59 CHF | 377 700 | 377 700 | 389 260 | 389 260 | 227 128 CHF | 231 021 CHF | 99,61% | 99,61% |
13/08/2024 | 1,77% | 0,57 CHF | 0,58 CHF | 397 100 | 397 100 | 404 922 | 404 922 | 226 467 CHF | 230 516 CHF | 99,84% | 99,84% |
12/08/2024 | 1,82% | 0,55 CHF | 0,56 CHF | 410 200 | 410 200 | 392 602 | 392 602 | 213 971 CHF | 217 897 CHF | 99,74% | 99,74% |
09/08/2024 | 1,72% | 0,58 CHF | 0,59 CHF | 381 000 | 381 000 | 356 099 | 356 099 | 205 926 CHF | 209 487 CHF | 99,97% | 99,97% |
08/08/2024 | 1,60% | 0,58 CHF | 0,59 CHF | 339 700 | 339 700 | 354 166 | 354 166 | 221 123 CHF | 224 666 CHF | 99,98% | 99,98% |
07/08/2024 | 1,61% | 0,58 CHF | 0,59 CHF | 364 200 | 364 200 | 337 022 | 337 022 | 208 393 CHF | 211 763 CHF | 99,99% | 99,99% |
06/08/2024 | 1,44% | 0,70 CHF | 0,71 CHF | 318 800 | 318 800 | 302 856 | 302 856 | 209 460 CHF | 212 489 CHF | 99,92% | 99,92% |
02/08/2024 | 1,68% | 0,67 CHF | 0,68 CHF | 389 800 | 389 800 | 412 072 | 412 072 | 244 171 CHF | 248 292 CHF | 99,88% | 99,88% |
30/07/2024 | 2,10% | 0,47 CHF | 0,48 CHF | 483 500 | 483 500 | 478 313 | 478 313 | 224 882 CHF | 229 665 CHF | 99,50% | 99,50% |