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 | 0,65% | 1,52 CHF | 1,53 CHF | 271 700 | 271 700 | 268 167 | 268 167 | 414 789 CHF | 417 472 CHF | 99,99% | 99,99% |
14/08/2024 | 0,61% | 1,66 CHF | 1,67 CHF | 266 000 | 266 000 | 297 774 | 297 774 | 487 530 CHF | 490 508 CHF | 98,44% | 98,44% |
13/08/2024 | 0,73% | 1,44 CHF | 1,45 CHF | 318 300 | 318 300 | 320 158 | 320 158 | 438 218 CHF | 441 419 CHF | 100,00% | 100,00% |
12/08/2024 | 0,74% | 1,38 CHF | 1,39 CHF | 321 400 | 321 400 | 324 799 | 324 799 | 436 075 CHF | 439 323 CHF | 98,50% | 98,50% |
09/08/2024 | 0,75% | 1,34 CHF | 1,35 CHF | 327 100 | 327 100 | 320 386 | 320 386 | 426 131 CHF | 429 335 CHF | 99,94% | 99,94% |
08/08/2024 | 0,75% | 1,30 CHF | 1,31 CHF | 315 900 | 315 900 | 318 879 | 318 879 | 423 177 CHF | 426 366 CHF | 99,98% | 99,98% |
07/08/2024 | 0,75% | 1,37 CHF | 1,38 CHF | 321 000 | 321 000 | 324 114 | 324 114 | 431 415 CHF | 434 656 CHF | 99,99% | 99,99% |
06/08/2024 | 0,76% | 1,35 CHF | 1,36 CHF | 326 200 | 326 200 | 306 948 | 306 948 | 404 023 CHF | 407 092 CHF | 99,88% | 99,88% |
02/08/2024 | 0,85% | 1,36 CHF | 1,37 CHF | 376 100 | 376 100 | 394 253 | 394 253 | 465 482 CHF | 469 425 CHF | 99,92% | 99,92% |
30/07/2024 | 0,86% | 1,11 CHF | 1,12 CHF | 375 400 | 375 400 | 379 051 | 379 051 | 437 283 CHF | 441 073 CHF | 100,00% | 100,00% |