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 | 1,72% | 0,64 CHF | 0,65 CHF | 220 000 | 220 000 | 81 485 | 81 485 | 54 082 CHF | 54 905 CHF | 96,68% | 96,68% |
14/08/2024 | 1,47% | 0,65 CHF | 0,66 CHF | 220 000 | 220 000 | 98 704 | 98 704 | 67 071 CHF | 68 060 CHF | 99,03% | 99,03% |
13/08/2024 | 1,43% | 0,71 CHF | 0,72 CHF | 220 000 | 220 000 | 98 404 | 98 404 | 69 667 CHF | 70 653 CHF | 100,00% | 100,00% |
12/08/2024 | 1,45% | 0,72 CHF | 0,73 CHF | 220 000 | 220 000 | 98 220 | 98 220 | 69 302 CHF | 70 288 CHF | 99,90% | 99,90% |
09/08/2024 | 1,52% | 0,67 CHF | 0,68 CHF | 220 000 | 220 000 | 98 376 | 98 376 | 65 080 CHF | 66 065 CHF | 99,90% | 99,90% |
08/08/2024 | 1,63% | 0,67 CHF | 0,68 CHF | 220 000 | 220 000 | 98 093 | 98 093 | 62 387 CHF | 63 369 CHF | 99,98% | 99,98% |
07/08/2024 | 1,65% | 0,59 CHF | 0,60 CHF | 220 000 | 220 000 | 97 700 | 97 700 | 59 296 CHF | 60 275 CHF | 99,99% | 99,99% |
06/08/2024 | 1,86% | 0,59 CHF | 0,60 CHF | 220 000 | 220 000 | 98 392 | 98 392 | 54 369 CHF | 55 354 CHF | 99,93% | 99,93% |
02/08/2024 | 1,87% | 0,50 CHF | 0,51 CHF | 220 000 | 220 000 | 98 345 | 98 345 | 52 457 CHF | 53 442 CHF | 99,60% | 99,60% |
30/07/2024 | 1,64% | 0,62 CHF | 0,63 CHF | 220 000 | 220 000 | 98 392 | 98 392 | 61 052 CHF | 62 038 CHF | 99,99% | 99,99% |