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 | 2,45% | 0,40 CHF | 0,41 CHF | 481 600 | 481 600 | 178 174 | 178 174 | 69 899 CHF | 71 683 CHF | 97,76% | 97,76% |
14/08/2024 | 2,68% | 0,39 CHF | 0,40 CHF | 531 300 | 531 300 | 238 418 | 238 418 | 90 482 CHF | 92 872 CHF | 99,01% | 99,01% |
13/08/2024 | 2,71% | 0,37 CHF | 0,38 CHF | 525 500 | 525 500 | 235 233 | 235 233 | 87 221 CHF | 89 577 CHF | 100,00% | 100,00% |
12/08/2024 | 2,67% | 0,37 CHF | 0,38 CHF | 496 600 | 496 600 | 222 579 | 222 579 | 83 479 CHF | 85 711 CHF | 99,13% | 99,13% |
09/08/2024 | 2,59% | 0,39 CHF | 0,40 CHF | 506 900 | 506 900 | 226 704 | 226 704 | 88 644 CHF | 90 915 CHF | 99,89% | 99,89% |
08/08/2024 | 2,46% | 0,39 CHF | 0,40 CHF | 428 900 | 428 900 | 191 341 | 191 341 | 77 278 CHF | 79 195 CHF | 99,98% | 99,98% |
07/08/2024 | 2,43% | 0,43 CHF | 0,44 CHF | 431 200 | 431 200 | 191 557 | 191 557 | 80 325 CHF | 82 245 CHF | 100,00% | 100,00% |
06/08/2024 | 2,26% | 0,42 CHF | 0,43 CHF | 406 000 | 406 000 | 181 673 | 181 673 | 80 155 CHF | 81 975 CHF | 99,94% | 99,94% |
02/08/2024 | 2,19% | 0,47 CHF | 0,48 CHF | 433 800 | 433 800 | 194 284 | 194 284 | 90 010 CHF | 91 957 CHF | 99,75% | 99,75% |
30/07/2024 | 2,30% | 0,44 CHF | 0,45 CHF | 451 400 | 451 400 | 202 096 | 202 096 | 88 305 CHF | 90 330 CHF | 99,99% | 99,99% |