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 | 2,14% | 0,51 CHF | 0,52 CHF | 156 400 | 156 400 | 157 369 | 157 369 | 73 005 CHF | 74 579 CHF | 99,99% | 99,99% |
14/08/2024 | 2,25% | 0,43 CHF | 0,44 CHF | 171 300 | 171 300 | 169 261 | 169 261 | 74 275 CHF | 75 967 CHF | 99,69% | 99,69% |
13/08/2024 | 2,51% | 0,40 CHF | 0,41 CHF | 179 000 | 179 000 | 178 049 | 178 049 | 70 125 CHF | 71 905 CHF | 99,74% | 99,74% |
12/08/2024 | 2,44% | 0,38 CHF | 0,39 CHF | 167 100 | 167 100 | 164 609 | 164 609 | 66 733 CHF | 68 380 CHF | 99,19% | 99,19% |
09/08/2024 | 2,27% | 0,42 CHF | 0,43 CHF | 162 700 | 162 700 | 162 151 | 162 151 | 70 808 CHF | 72 430 CHF | 100,00% | 100,00% |
08/08/2024 | 2,37% | 0,42 CHF | 0,43 CHF | 154 300 | 154 300 | 155 701 | 155 701 | 65 003 CHF | 66 560 CHF | 99,98% | 99,98% |
07/08/2024 | 2,13% | 0,45 CHF | 0,46 CHF | 165 700 | 165 700 | 164 922 | 164 922 | 76 488 CHF | 78 138 CHF | 99,99% | 99,99% |
06/08/2024 | 2,36% | 0,42 CHF | 0,43 CHF | 164 000 | 164 000 | 163 795 | 163 795 | 68 695 CHF | 70 333 CHF | 99,99% | 99,99% |
02/08/2024 | 1,72% | 0,55 CHF | 0,56 CHF | 114 900 | 114 900 | 113 305 | 113 305 | 65 433 CHF | 66 566 CHF | 99,95% | 99,95% |
30/07/2024 | 1,08% | 0,91 CHF | 0,92 CHF | 77 300 | 77 300 | 76 982 | 76 982 | 70 983 CHF | 71 753 CHF | 100,00% | 100,00% |