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 | 1,19% | 0,83 CHF | 0,84 CHF | 485 000 | 485 000 | 220 899 | 220 899 | 187 839 CHF | 190 053 CHF | 99,90% | 99,90% |
14/08/2024 | 1,17% | 0,87 CHF | 0,88 CHF | 500 000 | 500 000 | 221 113 | 221 113 | 192 262 CHF | 194 478 CHF | 99,45% | 99,45% |
13/08/2024 | 1,17% | 0,87 CHF | 0,88 CHF | 500 000 | 500 000 | 223 723 | 223 723 | 194 407 CHF | 196 649 CHF | 99,98% | 99,98% |
12/08/2024 | 1,18% | 0,87 CHF | 0,88 CHF | 500 000 | 500 000 | 223 521 | 223 521 | 193 745 CHF | 195 987 CHF | 99,03% | 99,03% |
09/08/2024 | 1,17% | 0,88 CHF | 0,89 CHF | 500 000 | 500 000 | 223 900 | 223 900 | 195 141 CHF | 197 385 CHF | 98,38% | 98,38% |
08/08/2024 | 1,17% | 0,88 CHF | 0,89 CHF | 500 000 | 500 000 | 164 076 | 164 076 | 144 010 CHF | 145 652 CHF | 99,92% | 99,92% |
07/08/2024 | 1,28% | 0,82 CHF | 0,83 CHF | 490 000 | 490 000 | 198 032 | 198 032 | 160 304 CHF | 162 287 CHF | 92,30% | 92,30% |
06/08/2024 | 1,25% | 0,80 CHF | 0,81 CHF | 490 000 | 490 000 | 221 015 | 221 015 | 177 605 CHF | 179 820 CHF | 99,98% | 99,98% |
02/08/2024 | 1,32% | 0,79 CHF | 0,80 CHF | 485 000 | 485 000 | 211 685 | 211 685 | 163 335 CHF | 165 456 CHF | 99,98% | 99,98% |
30/07/2024 | 1,31% | 0,77 CHF | 0,78 CHF | 460 000 | 460 000 | 199 590 | 199 590 | 153 746 CHF | 155 746 CHF | 99,89% | 99,89% |