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% | 0,77 CHF | 0,78 CHF | 260 000 | 260 000 | 146 494 | 146 494 | 107 490 CHF | 108 961 CHF | 99,90% | 99,90% |
14/08/2024 | 1,49% | 0,71 CHF | 0,72 CHF | 270 000 | 270 000 | 148 651 | 148 651 | 103 667 CHF | 105 169 CHF | 99,67% | 99,67% |
13/08/2024 | 1,56% | 0,71 CHF | 0,72 CHF | 290 000 | 290 000 | 162 732 | 162 732 | 108 279 CHF | 109 913 CHF | 99,73% | 99,73% |
12/08/2024 | 1,66% | 0,66 CHF | 0,67 CHF | 310 000 | 310 000 | 173 332 | 173 332 | 107 878 CHF | 109 623 CHF | 99,10% | 99,10% |
09/08/2024 | 1,92% | 0,58 CHF | 0,59 CHF | 330 000 | 330 000 | 180 536 | 180 536 | 97 259 CHF | 99 072 CHF | 98,37% | 98,37% |
08/08/2024 | 2,00% | 0,51 CHF | 0,52 CHF | 330 000 | 330 000 | 185 893 | 185 893 | 94 961 CHF | 96 827 CHF | 99,82% | 99,82% |
07/08/2024 | 2,18% | 0,54 CHF | 0,55 CHF | 330 000 | 330 000 | 185 921 | 185 921 | 88 844 CHF | 90 710 CHF | 99,63% | 99,63% |
06/08/2024 | 2,27% | 0,43 CHF | 0,44 CHF | 340 000 | 340 000 | 184 846 | 184 846 | 89 093 CHF | 91 127 CHF | 99,76% | 99,76% |
02/08/2024 | 3,13% | 0,82 CHF | 0,83 CHF | 280 000 | 280 000 | 105 054 | 105 054 | 77 745 CHF | 79 444 CHF | 97,23% | 97,23% |
30/07/2024 | 1,46% | 0,67 CHF | 0,68 CHF | 290 000 | 290 000 | 157 434 | 157 434 | 110 978 CHF | 112 558 CHF | 100,00% | 100,00% |