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 | 1,41% | 0,71 CHF | 0,72 CHF | 550 000 | 550 000 | 203 647 | 203 647 | 142 655 CHF | 144 694 CHF | 97,72% | 97,72% |
14/08/2024 | 1,48% | 0,70 CHF | 0,71 CHF | 550 000 | 550 000 | 247 024 | 247 024 | 169 831 CHF | 172 307 CHF | 99,03% | 99,03% |
13/08/2024 | 1,49% | 0,68 CHF | 0,69 CHF | 550 000 | 550 000 | 246 271 | 246 271 | 167 357 CHF | 169 824 CHF | 100,00% | 100,00% |
12/08/2024 | 1,48% | 0,68 CHF | 0,69 CHF | 550 000 | 550 000 | 246 627 | 246 627 | 168 874 CHF | 171 349 CHF | 99,12% | 99,12% |
09/08/2024 | 1,46% | 0,69 CHF | 0,70 CHF | 550 000 | 550 000 | 246 209 | 246 209 | 171 385 CHF | 173 852 CHF | 99,90% | 99,90% |
08/08/2024 | 1,43% | 0,70 CHF | 0,71 CHF | 550 000 | 550 000 | 245 480 | 245 480 | 172 707 CHF | 175 166 CHF | 99,97% | 99,97% |
07/08/2024 | 1,42% | 0,73 CHF | 0,74 CHF | 550 000 | 550 000 | 244 495 | 244 495 | 174 894 CHF | 177 344 CHF | 100,00% | 100,00% |
06/08/2024 | 1,38% | 0,71 CHF | 0,72 CHF | 550 000 | 550 000 | 246 301 | 246 301 | 179 230 CHF | 181 698 CHF | 99,96% | 99,96% |
02/08/2024 | 1,35% | 0,75 CHF | 0,76 CHF | 550 000 | 550 000 | 246 518 | 246 518 | 184 826 CHF | 187 296 CHF | 99,72% | 99,72% |
30/07/2024 | 1,37% | 0,74 CHF | 0,75 CHF | 550 000 | 550 000 | 246 300 | 246 300 | 181 805 CHF | 184 273 CHF | 100,00% | 100,00% |