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 | 2,72% | 0,35 CHF | 0,36 CHF | 195 500 | 195 500 | 197 363 | 197 363 | 71 798 CHF | 73 773 CHF | 100,00% | 100,00% |
14/08/2024 | 2,60% | 0,38 CHF | 0,39 CHF | 187 400 | 187 400 | 187 883 | 187 883 | 71 222 CHF | 73 101 CHF | 99,73% | 99,73% |
13/08/2024 | 2,42% | 0,40 CHF | 0,41 CHF | 186 000 | 186 000 | 186 848 | 186 848 | 76 426 CHF | 78 294 CHF | 99,99% | 99,99% |
12/08/2024 | 2,48% | 0,40 CHF | 0,41 CHF | 185 700 | 185 700 | 185 236 | 185 236 | 73 635 CHF | 75 487 CHF | 98,81% | 98,81% |
09/08/2024 | 2,49% | 0,40 CHF | 0,41 CHF | 184 500 | 184 500 | 183 716 | 183 716 | 72 824 CHF | 74 661 CHF | 99,99% | 99,99% |
08/08/2024 | 2,32% | 0,41 CHF | 0,42 CHF | 191 400 | 191 400 | 192 433 | 192 433 | 81 993 CHF | 83 919 CHF | 100,00% | 100,00% |
07/08/2024 | 2,50% | 0,39 CHF | 0,40 CHF | 157 200 | 157 200 | 157 841 | 157 841 | 62 506 CHF | 64 085 CHF | 100,00% | 100,00% |
06/08/2024 | 2,22% | 0,45 CHF | 0,46 CHF | 170 500 | 170 500 | 170 115 | 170 115 | 75 794 CHF | 77 495 CHF | 99,96% | 99,96% |
02/08/2024 | 2,62% | 0,41 CHF | 0,42 CHF | 255 400 | 255 400 | 249 128 | 249 128 | 94 283 CHF | 96 774 CHF | 99,96% | 99,96% |
30/07/2024 | 3,22% | 0,31 CHF | 0,32 CHF | 219 900 | 219 900 | 220 850 | 220 850 | 67 502 CHF | 69 711 CHF | 100,00% | 100,00% |