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 | 1,77% | 0,58 CHF | 0,59 CHF | 138 500 | 138 500 | 139 072 | 139 072 | 78 174 CHF | 79 565 CHF | 100,00% | 100,00% |
14/08/2024 | 1,83% | 0,54 CHF | 0,55 CHF | 142 200 | 142 200 | 141 416 | 141 416 | 76 749 CHF | 78 164 CHF | 99,27% | 99,27% |
13/08/2024 | 1,90% | 0,54 CHF | 0,55 CHF | 142 700 | 142 700 | 143 776 | 143 776 | 74 823 CHF | 76 261 CHF | 100,00% | 100,00% |
12/08/2024 | 1,86% | 0,54 CHF | 0,55 CHF | 144 100 | 144 100 | 144 034 | 144 034 | 76 993 CHF | 78 434 CHF | 100,00% | 100,00% |
09/08/2024 | 1,88% | 0,54 CHF | 0,55 CHF | 144 300 | 144 300 | 144 694 | 144 694 | 76 090 CHF | 77 537 CHF | 100,00% | 100,00% |
08/08/2024 | 2,02% | 0,52 CHF | 0,53 CHF | 151 300 | 151 300 | 153 303 | 153 303 | 75 340 CHF | 76 873 CHF | 99,99% | 99,99% |
07/08/2024 | 1,90% | 0,51 CHF | 0,52 CHF | 156 000 | 156 000 | 155 748 | 155 748 | 81 104 CHF | 82 662 CHF | 100,00% | 100,00% |
06/08/2024 | 2,12% | 0,48 CHF | 0,49 CHF | 159 300 | 159 300 | 160 192 | 160 192 | 74 711 CHF | 76 313 CHF | 99,91% | 99,91% |
02/08/2024 | 1,94% | 0,47 CHF | 0,48 CHF | 143 800 | 143 800 | 139 849 | 139 849 | 71 470 CHF | 72 868 CHF | 99,94% | 99,94% |
30/07/2024 | 1,83% | 0,54 CHF | 0,55 CHF | 146 500 | 146 500 | 145 575 | 145 575 | 78 691 CHF | 80 147 CHF | 100,00% | 100,00% |