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 | 1,42% | 0,69 CHF | 0,70 CHF | 485 000 | 485 000 | 220 924 | 220 924 | 156 331 CHF | 158 545 CHF | 99,90% | 99,90% |
14/08/2024 | 1,40% | 0,73 CHF | 0,74 CHF | 500 000 | 500 000 | 221 107 | 221 107 | 160 602 CHF | 162 818 CHF | 99,46% | 99,46% |
13/08/2024 | 1,40% | 0,73 CHF | 0,74 CHF | 500 000 | 500 000 | 223 768 | 223 768 | 162 400 CHF | 164 642 CHF | 100,00% | 100,00% |
12/08/2024 | 1,41% | 0,72 CHF | 0,73 CHF | 500 000 | 500 000 | 223 535 | 223 535 | 161 637 CHF | 163 879 CHF | 98,99% | 98,99% |
09/08/2024 | 1,40% | 0,74 CHF | 0,75 CHF | 500 000 | 500 000 | 224 009 | 224 009 | 163 528 CHF | 165 772 CHF | 97,95% | 97,95% |
08/08/2024 | 1,39% | 0,73 CHF | 0,74 CHF | 500 000 | 500 000 | 164 367 | 164 367 | 120 681 CHF | 122 327 CHF | 100,00% | 100,00% |
07/08/2024 | 1,56% | 0,68 CHF | 0,69 CHF | 490 000 | 490 000 | 202 157 | 202 157 | 134 906 CHF | 136 930 CHF | 88,58% | 88,58% |
06/08/2024 | 1,52% | 0,66 CHF | 0,67 CHF | 490 000 | 490 000 | 220 906 | 220 906 | 146 295 CHF | 148 508 CHF | 99,94% | 99,94% |
02/08/2024 | 1,63% | 0,65 CHF | 0,66 CHF | 485 000 | 485 000 | 211 691 | 211 691 | 133 014 CHF | 135 135 CHF | 99,98% | 99,98% |
30/07/2024 | 1,61% | 0,62 CHF | 0,63 CHF | 460 000 | 460 000 | 199 592 | 199 592 | 124 767 CHF | 126 767 CHF | 99,89% | 99,89% |