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 | 2,64% | 0,36 CHF | 0,37 CHF | 224 000 | 224 000 | 229 971 | 229 971 | 86 068 CHF | 88 368 CHF | 100,00% | 100,00% |
14/08/2024 | 2,52% | 0,39 CHF | 0,40 CHF | 232 000 | 232 000 | 235 544 | 235 544 | 92 270 CHF | 94 626 CHF | 99,69% | 99,69% |
13/08/2024 | 2,45% | 0,39 CHF | 0,40 CHF | 236 000 | 236 000 | 239 305 | 239 305 | 96 366 CHF | 98 759 CHF | 99,74% | 99,74% |
12/08/2024 | 2,41% | 0,40 CHF | 0,41 CHF | 240 000 | 240 000 | 240 088 | 240 088 | 98 248 CHF | 100 649 CHF | 99,08% | 99,08% |
09/08/2024 | 2,42% | 0,41 CHF | 0,42 CHF | 244 000 | 244 000 | 242 167 | 242 167 | 98 684 CHF | 101 105 CHF | 100,00% | 100,00% |
08/08/2024 | 2,41% | 0,41 CHF | 0,42 CHF | 244 000 | 244 000 | 246 226 | 246 226 | 101 128 CHF | 103 591 CHF | 100,00% | 100,00% |
07/08/2024 | 2,41% | 0,41 CHF | 0,42 CHF | 240 000 | 240 000 | 244 917 | 244 917 | 100 625 CHF | 103 074 CHF | 100,00% | 100,00% |
06/08/2024 | 2,37% | 0,42 CHF | 0,43 CHF | 252 000 | 252 000 | 250 498 | 250 498 | 104 628 CHF | 107 133 CHF | 99,99% | 99,99% |
02/08/2024 | 2,59% | 0,39 CHF | 0,40 CHF | 240 000 | 240 000 | 236 326 | 236 326 | 90 185 CHF | 92 548 CHF | 100,00% | 100,00% |
30/07/2024 | 2,56% | 0,38 CHF | 0,39 CHF | 228 000 | 228 000 | 231 144 | 231 144 | 89 282 CHF | 91 594 CHF | 100,00% | 100,00% |