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 | 1,60% | 0,60 CHF | 0,61 CHF | 320 000 | 320 000 | 322 167 | 322 167 | 199 580 CHF | 202 802 CHF | 100,00% | 100,00% |
14/08/2024 | 1,58% | 0,63 CHF | 0,64 CHF | 330 000 | 330 000 | 326 079 | 326 079 | 204 653 CHF | 207 914 CHF | 99,68% | 99,68% |
13/08/2024 | 1,54% | 0,64 CHF | 0,65 CHF | 335 000 | 335 000 | 333 235 | 333 235 | 215 380 CHF | 218 712 CHF | 99,74% | 99,74% |
12/08/2024 | 1,55% | 0,65 CHF | 0,66 CHF | 335 000 | 335 000 | 329 996 | 329 996 | 211 680 CHF | 214 982 CHF | 99,24% | 99,24% |
09/08/2024 | 1,59% | 0,63 CHF | 0,64 CHF | 330 000 | 330 000 | 328 880 | 328 880 | 205 317 CHF | 208 606 CHF | 100,00% | 100,00% |
08/08/2024 | 1,58% | 0,63 CHF | 0,64 CHF | 330 000 | 330 000 | 332 941 | 332 941 | 209 611 CHF | 212 940 CHF | 99,97% | 99,97% |
07/08/2024 | 1,63% | 0,62 CHF | 0,63 CHF | 330 000 | 330 000 | 328 447 | 328 447 | 200 434 CHF | 203 719 CHF | 100,00% | 100,00% |
06/08/2024 | 1,59% | 0,62 CHF | 0,63 CHF | 335 000 | 335 000 | 334 627 | 334 627 | 208 281 CHF | 211 627 CHF | 99,98% | 99,98% |
02/08/2024 | 1,72% | 0,58 CHF | 0,59 CHF | 325 000 | 325 000 | 320 361 | 320 361 | 184 999 CHF | 188 202 CHF | 99,97% | 99,97% |
30/07/2024 | 1,96% | 0,51 CHF | 0,52 CHF | 300 000 | 300 000 | 298 765 | 298 765 | 151 216 CHF | 154 203 CHF | 100,00% | 100,00% |