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 | 5,11% | 0,20 CHF | 0,21 CHF | 671 000 | 671 000 | 371 213 | 371 213 | 72 261 CHF | 75 982 CHF | 97,88% | 97,88% |
14/08/2024 | 4,79% | 0,17 CHF | 0,18 CHF | 565 000 | 565 000 | 307 782 | 307 782 | 62 284 CHF | 65 369 CHF | 99,13% | 99,13% |
13/08/2024 | 4,37% | 0,24 CHF | 0,25 CHF | 594 500 | 594 500 | 327 656 | 327 656 | 75 003 CHF | 78 286 CHF | 100,00% | 100,00% |
12/08/2024 | 4,27% | 0,23 CHF | 0,24 CHF | 555 900 | 555 900 | 305 482 | 305 482 | 71 436 CHF | 74 500 CHF | 99,90% | 99,90% |
09/08/2024 | 4,75% | 0,20 CHF | 0,21 CHF | 608 600 | 608 600 | 326 515 | 326 515 | 67 998 CHF | 71 277 CHF | 99,88% | 99,88% |
08/08/2024 | 5,02% | 0,22 CHF | 0,23 CHF | 669 200 | 669 200 | 375 671 | 375 671 | 76 201 CHF | 79 966 CHF | 99,91% | 99,91% |
07/08/2024 | 4,75% | 0,21 CHF | 0,22 CHF | 684 100 | 684 100 | 375 364 | 375 364 | 79 204 CHF | 82 964 CHF | 99,97% | 99,97% |
06/08/2024 | 5,15% | 0,19 CHF | 0,20 CHF | 699 500 | 699 500 | 384 609 | 384 609 | 72 952 CHF | 76 806 CHF | 99,27% | 99,27% |
02/08/2024 | 3,29% | 0,27 CHF | 0,28 CHF | 366 700 | 366 700 | 198 208 | 198 208 | 59 187 CHF | 61 180 CHF | 99,73% | 99,73% |
30/07/2024 | 2,83% | 0,34 CHF | 0,35 CHF | 362 700 | 362 700 | 199 709 | 199 709 | 71 045 CHF | 73 046 CHF | 99,87% | 99,87% |