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 | 1,66% | 0,58 CHF | 0,59 CHF | 275 000 | 275 000 | 277 260 | 277 260 | 166 223 CHF | 168 996 CHF | 99,99% | 99,99% |
14/08/2024 | 1,64% | 0,62 CHF | 0,63 CHF | 285 000 | 285 000 | 279 548 | 279 548 | 169 369 CHF | 172 164 CHF | 99,69% | 99,69% |
13/08/2024 | 1,62% | 0,61 CHF | 0,62 CHF | 285 000 | 285 000 | 283 669 | 283 669 | 173 625 CHF | 176 462 CHF | 99,74% | 99,74% |
12/08/2024 | 1,66% | 0,60 CHF | 0,61 CHF | 280 000 | 280 000 | 278 956 | 278 956 | 166 743 CHF | 169 534 CHF | 99,24% | 99,24% |
09/08/2024 | 1,71% | 0,59 CHF | 0,60 CHF | 280 000 | 280 000 | 278 844 | 278 844 | 161 436 CHF | 164 224 CHF | 100,00% | 100,00% |
08/08/2024 | 1,68% | 0,59 CHF | 0,60 CHF | 280 000 | 280 000 | 283 126 | 283 126 | 167 084 CHF | 169 915 CHF | 99,99% | 99,99% |
07/08/2024 | 1,75% | 0,58 CHF | 0,59 CHF | 280 000 | 280 000 | 279 415 | 279 415 | 158 207 CHF | 161 001 CHF | 100,00% | 100,00% |
06/08/2024 | 1,66% | 0,59 CHF | 0,60 CHF | 290 000 | 290 000 | 287 326 | 287 326 | 171 234 CHF | 174 107 CHF | 99,96% | 99,96% |
02/08/2024 | 1,92% | 0,54 CHF | 0,55 CHF | 275 000 | 275 000 | 269 498 | 269 498 | 140 334 CHF | 143 032 CHF | 99,96% | 99,96% |
30/07/2024 | 2,47% | 0,40 CHF | 0,41 CHF | 250 000 | 250 000 | 248 972 | 248 972 | 99 682 CHF | 102 172 CHF | 100,00% | 100,00% |