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 | 2,48% | 0,42 CHF | 0,43 CHF | 275 000 | 275 000 | 277 259 | 277 259 | 110 554 CHF | 113 327 CHF | 100,00% | 100,00% |
14/08/2024 | 2,55% | 0,38 CHF | 0,39 CHF | 285 000 | 285 000 | 279 548 | 279 548 | 108 056 CHF | 110 851 CHF | 99,69% | 99,69% |
13/08/2024 | 2,62% | 0,38 CHF | 0,39 CHF | 285 000 | 285 000 | 283 669 | 283 669 | 106 687 CHF | 109 524 CHF | 99,74% | 99,74% |
12/08/2024 | 2,52% | 0,39 CHF | 0,40 CHF | 280 000 | 280 000 | 278 955 | 278 955 | 109 585 CHF | 112 376 CHF | 99,28% | 99,28% |
09/08/2024 | 2,43% | 0,40 CHF | 0,41 CHF | 280 000 | 280 000 | 278 844 | 278 844 | 113 449 CHF | 116 237 CHF | 100,00% | 100,00% |
08/08/2024 | 2,52% | 0,40 CHF | 0,41 CHF | 280 000 | 280 000 | 283 127 | 283 127 | 110 849 CHF | 113 681 CHF | 99,99% | 99,99% |
07/08/2024 | 2,37% | 0,41 CHF | 0,42 CHF | 280 000 | 280 000 | 279 415 | 279 415 | 116 589 CHF | 119 383 CHF | 99,99% | 99,99% |
06/08/2024 | 2,61% | 0,38 CHF | 0,39 CHF | 290 000 | 290 000 | 287 326 | 287 326 | 108 730 CHF | 111 604 CHF | 100,00% | 100,00% |
02/08/2024 | 2,14% | 0,45 CHF | 0,46 CHF | 275 000 | 275 000 | 269 498 | 269 498 | 125 578 CHF | 128 276 CHF | 99,98% | 99,98% |
30/07/2024 | 1,64% | 0,60 CHF | 0,61 CHF | 250 000 | 250 000 | 248 972 | 248 972 | 150 792 CHF | 153 281 CHF | 100,00% | 100,00% |