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 | 0,69% | 1,34 CHF | 1,35 CHF | 279 100 | 279 100 | 278 979 | 278 979 | 403 665 CHF | 406 456 CHF | 99,70% | 99,70% |
14/08/2024 | 0,64% | 1,60 CHF | 1,61 CHF | 268 300 | 268 300 | 268 300 | 268 300 | 418 795 CHF | 421 478 CHF | 99,03% | 99,03% |
13/08/2024 | 0,63% | 1,55 CHF | 1,56 CHF | 260 500 | 260 500 | 260 500 | 260 500 | 411 686 CHF | 414 291 CHF | 99,81% | 99,81% |
12/08/2024 | 0,59% | 1,65 CHF | 1,66 CHF | 217 100 | 217 100 | 217 100 | 217 100 | 368 280 CHF | 370 451 CHF | 99,18% | 99,18% |
09/08/2024 | 0,56% | 1,81 CHF | 1,82 CHF | 217 100 | 217 100 | 217 100 | 217 100 | 388 509 CHF | 390 680 CHF | 99,98% | 99,98% |
08/08/2024 | 0,55% | 1,75 CHF | 1,76 CHF | 211 000 | 211 000 | 210 949 | 210 949 | 384 610 CHF | 386 720 CHF | 98,92% | 98,92% |
07/08/2024 | 0,57% | 1,71 CHF | 1,72 CHF | 218 900 | 218 900 | 218 900 | 218 900 | 382 980 CHF | 385 170 CHF | 98,80% | 98,80% |
06/08/2024 | 0,46% | 2,14 CHF | 2,15 CHF | 205 900 | 205 900 | 205 900 | 205 900 | 451 621 CHF | 453 680 CHF | 96,79% | 96,79% |
02/08/2024 | 0,44% | 2,49 CHF | 2,50 CHF | 188 500 | 188 500 | 196 933 | 196 933 | 443 417 CHF | 445 386 CHF | 98,87% | 98,87% |
30/07/2024 | 0,61% | 1,68 CHF | 1,69 CHF | 257 700 | 257 700 | 257 700 | 257 700 | 417 886 CHF | 420 463 CHF | 99,61% | 99,61% |