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 | 2,32% | 0,40 CHF | 0,41 CHF | 167 400 | 167 400 | 75 811 | 75 811 | 32 029 CHF | 32 789 CHF | 99,89% | 99,89% |
14/08/2024 | 2,39% | 0,45 CHF | 0,46 CHF | 199 000 | 199 000 | 87 021 | 87 021 | 37 081 CHF | 37 953 CHF | 99,67% | 99,67% |
13/08/2024 | 2,39% | 0,41 CHF | 0,42 CHF | 179 000 | 179 000 | 81 431 | 81 431 | 34 084 CHF | 34 900 CHF | 100,00% | 100,00% |
12/08/2024 | 2,37% | 0,41 CHF | 0,42 CHF | 178 000 | 178 000 | 81 141 | 81 141 | 34 403 CHF | 35 216 CHF | 99,24% | 99,24% |
09/08/2024 | 2,43% | 0,42 CHF | 0,43 CHF | 198 000 | 198 000 | 88 155 | 88 155 | 36 913 CHF | 37 796 CHF | 99,90% | 99,90% |
08/08/2024 | 2,12% | 0,43 CHF | 0,44 CHF | 146 300 | 146 300 | 66 334 | 66 334 | 31 031 CHF | 31 696 CHF | 99,97% | 99,97% |
07/08/2024 | 2,16% | 0,48 CHF | 0,49 CHF | 159 100 | 159 100 | 70 647 | 70 647 | 33 236 CHF | 33 944 CHF | 100,00% | 100,00% |
06/08/2024 | 2,29% | 0,49 CHF | 0,50 CHF | 156 900 | 156 900 | 70 075 | 70 075 | 34 798 CHF | 35 553 CHF | 99,96% | 99,96% |
02/08/2024 | 2,28% | 0,48 CHF | 0,49 CHF | 193 000 | 193 000 | 84 433 | 84 433 | 38 222 CHF | 39 070 CHF | 98,51% | 98,51% |
30/07/2024 | 2,71% | 0,38 CHF | 0,39 CHF | 218 300 | 218 300 | 97 635 | 97 635 | 36 268 CHF | 37 246 CHF | 99,90% | 99,90% |