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 | 1,34% | 0,70 CHF | 0,71 CHF | 189 000 | 189 000 | 190 283 | 190 283 | 141 636 CHF | 143 539 CHF | 100,00% | 100,00% |
14/08/2024 | 1,31% | 0,76 CHF | 0,77 CHF | 189 000 | 189 000 | 189 903 | 189 903 | 144 192 CHF | 146 091 CHF | 99,27% | 99,27% |
13/08/2024 | 1,23% | 0,79 CHF | 0,80 CHF | 194 000 | 194 000 | 194 000 | 194 000 | 156 462 CHF | 158 402 CHF | 100,00% | 100,00% |
12/08/2024 | 1,23% | 0,80 CHF | 0,81 CHF | 194 000 | 194 000 | 194 000 | 194 000 | 156 268 CHF | 158 208 CHF | 98,53% | 98,53% |
09/08/2024 | 1,19% | 0,83 CHF | 0,84 CHF | 199 000 | 199 000 | 197 597 | 197 597 | 164 672 CHF | 166 648 CHF | 99,97% | 99,97% |
08/08/2024 | 1,11% | 0,85 CHF | 0,86 CHF | 199 000 | 199 000 | 201 579 | 201 579 | 180 053 CHF | 182 069 CHF | 99,98% | 99,98% |
07/08/2024 | 1,14% | 0,86 CHF | 0,87 CHF | 199 000 | 199 000 | 199 578 | 199 578 | 173 873 CHF | 175 869 CHF | 99,95% | 99,95% |
06/08/2024 | 1,08% | 0,91 CHF | 0,92 CHF | 203 000 | 203 000 | 202 892 | 202 892 | 187 120 CHF | 189 149 CHF | 99,97% | 99,97% |
02/08/2024 | 1,27% | 0,82 CHF | 0,83 CHF | 194 000 | 194 000 | 193 375 | 193 375 | 151 139 CHF | 153 073 CHF | 99,96% | 99,96% |
31/07/2024 | 1,49% | 0,68 CHF | 0,69 CHF | 184 000 | 184 000 | 183 395 | 183 395 | 122 318 CHF | 124 152 CHF | 40,01% | 40,01% |