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 | 1,79% | 0,65 CHF | 0,66 CHF | 277 400 | 277 400 | 277 286 | 277 286 | 155 708 CHF | 158 482 CHF | 100,00% | 100,00% |
14/08/2024 | 1,95% | 0,51 CHF | 0,52 CHF | 289 100 | 289 100 | 289 100 | 289 100 | 146 789 CHF | 149 680 CHF | 98,51% | 98,51% |
13/08/2024 | 2,12% | 0,48 CHF | 0,49 CHF | 296 600 | 296 600 | 296 600 | 296 600 | 138 429 CHF | 141 395 CHF | 100,00% | 100,00% |
12/08/2024 | 2,07% | 0,47 CHF | 0,48 CHF | 301 500 | 301 500 | 301 499 | 301 499 | 143 986 CHF | 147 001 CHF | 99,20% | 99,20% |
09/08/2024 | 2,16% | 0,46 CHF | 0,47 CHF | 320 100 | 320 100 | 320 100 | 320 100 | 147 032 CHF | 150 233 CHF | 100,00% | 100,00% |
08/08/2024 | 2,47% | 0,43 CHF | 0,44 CHF | 311 400 | 311 400 | 311 333 | 311 333 | 125 225 CHF | 128 339 CHF | 98,68% | 98,68% |
07/08/2024 | 2,31% | 0,46 CHF | 0,47 CHF | 404 300 | 404 300 | 404 300 | 404 300 | 173 325 CHF | 177 368 CHF | 99,98% | 99,98% |
06/08/2024 | 2,92% | 0,34 CHF | 0,35 CHF | 371 700 | 371 700 | 371 700 | 371 700 | 126 315 CHF | 130 032 CHF | 100,00% | 100,00% |
02/08/2024 | 1,50% | 0,44 CHF | 0,45 CHF | 142 200 | 142 200 | 142 200 | 142 200 | 97 213 CHF | 98 635 CHF | 99,85% | 99,85% |
30/07/2024 | 0,86% | 2,43 CHF | 2,45 CHF | 72 400 | 72 400 | 72 400 | 72 400 | 168 689 CHF | 170 137 CHF | 100,00% | 100,00% |