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 | 1,25% | 0,87 CHF | 0,88 CHF | 220 000 | 220 000 | 81 520 | 81 520 | 72 816 CHF | 73 639 CHF | 97,73% | 97,73% |
14/08/2024 | 1,11% | 0,88 CHF | 0,89 CHF | 220 000 | 220 000 | 98 695 | 98 695 | 89 573 CHF | 90 562 CHF | 99,02% | 99,02% |
13/08/2024 | 1,08% | 0,94 CHF | 0,95 CHF | 220 000 | 220 000 | 98 400 | 98 400 | 92 256 CHF | 93 242 CHF | 100,00% | 100,00% |
12/08/2024 | 1,09% | 0,95 CHF | 0,96 CHF | 220 000 | 220 000 | 98 543 | 98 543 | 92 198 CHF | 93 186 CHF | 99,14% | 99,14% |
09/08/2024 | 1,13% | 0,89 CHF | 0,90 CHF | 220 000 | 220 000 | 98 372 | 98 372 | 87 570 CHF | 88 556 CHF | 99,89% | 99,89% |
08/08/2024 | 1,20% | 0,90 CHF | 0,91 CHF | 220 000 | 220 000 | 98 110 | 98 110 | 84 736 CHF | 85 719 CHF | 99,99% | 99,99% |
07/08/2024 | 1,21% | 0,82 CHF | 0,83 CHF | 220 000 | 220 000 | 97 683 | 97 683 | 81 413 CHF | 82 391 CHF | 99,99% | 99,99% |
06/08/2024 | 1,32% | 0,81 CHF | 0,82 CHF | 220 000 | 220 000 | 98 277 | 98 277 | 76 371 CHF | 77 355 CHF | 99,85% | 99,85% |
02/08/2024 | 1,32% | 0,73 CHF | 0,74 CHF | 220 000 | 220 000 | 98 440 | 98 440 | 74 785 CHF | 75 771 CHF | 99,68% | 99,68% |
30/07/2024 | 1,19% | 0,85 CHF | 0,86 CHF | 220 000 | 220 000 | 98 411 | 98 411 | 83 982 CHF | 84 968 CHF | 100,00% | 100,00% |