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 | 1,44% | 0,76 CHF | 0,77 CHF | 220 000 | 220 000 | 81 509 | 81 509 | 63 757 CHF | 64 580 CHF | 97,72% | 97,72% |
14/08/2024 | 1,26% | 0,77 CHF | 0,78 CHF | 220 000 | 220 000 | 98 705 | 98 705 | 78 692 CHF | 79 681 CHF | 99,03% | 99,03% |
13/08/2024 | 1,23% | 0,83 CHF | 0,84 CHF | 220 000 | 220 000 | 98 406 | 98 406 | 81 359 CHF | 82 345 CHF | 100,00% | 100,00% |
12/08/2024 | 1,24% | 0,84 CHF | 0,85 CHF | 220 000 | 220 000 | 98 539 | 98 539 | 81 255 CHF | 82 244 CHF | 99,14% | 99,14% |
09/08/2024 | 1,29% | 0,78 CHF | 0,79 CHF | 220 000 | 220 000 | 98 364 | 98 364 | 76 713 CHF | 77 698 CHF | 99,89% | 99,89% |
08/08/2024 | 1,37% | 0,79 CHF | 0,80 CHF | 220 000 | 220 000 | 98 105 | 98 105 | 73 978 CHF | 74 960 CHF | 99,99% | 99,99% |
07/08/2024 | 1,39% | 0,71 CHF | 0,72 CHF | 220 000 | 220 000 | 97 651 | 97 651 | 70 736 CHF | 71 714 CHF | 99,97% | 99,97% |
06/08/2024 | 1,53% | 0,70 CHF | 0,71 CHF | 220 000 | 220 000 | 98 352 | 98 352 | 65 820 CHF | 66 805 CHF | 99,91% | 99,91% |
02/08/2024 | 1,53% | 0,62 CHF | 0,63 CHF | 220 000 | 220 000 | 98 424 | 98 424 | 64 105 CHF | 65 091 CHF | 99,67% | 99,67% |
30/07/2024 | 1,37% | 0,74 CHF | 0,75 CHF | 220 000 | 220 000 | 98 411 | 98 411 | 72 903 CHF | 73 889 CHF | 100,00% | 100,00% |