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 | 1,95% | 0,46 CHF | 0,47 CHF | 187 000 | 187 000 | 188 283 | 188 283 | 96 111 CHF | 97 994 CHF | 100,00% | 100,00% |
14/08/2024 | 1,88% | 0,52 CHF | 0,53 CHF | 187 000 | 187 000 | 187 903 | 187 903 | 98 975 CHF | 100 854 CHF | 99,26% | 99,26% |
13/08/2024 | 1,73% | 0,55 CHF | 0,56 CHF | 192 000 | 192 000 | 192 000 | 192 000 | 110 117 CHF | 112 037 CHF | 100,00% | 100,00% |
12/08/2024 | 1,73% | 0,57 CHF | 0,58 CHF | 192 000 | 192 000 | 192 000 | 192 000 | 109 969 CHF | 111 889 CHF | 98,52% | 98,52% |
09/08/2024 | 1,65% | 0,60 CHF | 0,61 CHF | 197 000 | 197 000 | 195 598 | 195 598 | 117 444 CHF | 119 400 CHF | 100,00% | 100,00% |
08/08/2024 | 1,50% | 0,62 CHF | 0,63 CHF | 197 000 | 197 000 | 199 578 | 199 578 | 131 845 CHF | 133 841 CHF | 99,98% | 99,98% |
07/08/2024 | 1,55% | 0,62 CHF | 0,63 CHF | 197 000 | 197 000 | 197 578 | 197 578 | 126 165 CHF | 128 140 CHF | 100,00% | 100,00% |
06/08/2024 | 1,44% | 0,68 CHF | 0,69 CHF | 201 000 | 201 000 | 200 892 | 200 892 | 138 652 CHF | 140 661 CHF | 99,95% | 99,95% |
02/08/2024 | 1,81% | 0,59 CHF | 0,60 CHF | 192 000 | 192 000 | 191 375 | 191 375 | 104 736 CHF | 106 650 CHF | 99,82% | 99,82% |
31/07/2024 | 2,29% | 0,45 CHF | 0,46 CHF | 182 000 | 182 000 | 182 000 | 182 000 | 78 573 CHF | 80 393 CHF | 39,27% | 39,27% |