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 | 2,10% | 0,43 CHF | 0,44 CHF | 189 000 | 189 000 | 190 282 | 190 282 | 89 814 CHF | 91 717 CHF | 100,00% | 100,00% |
14/08/2024 | 2,03% | 0,49 CHF | 0,50 CHF | 189 000 | 189 000 | 189 903 | 189 903 | 92 644 CHF | 94 543 CHF | 99,27% | 99,27% |
13/08/2024 | 1,85% | 0,51 CHF | 0,52 CHF | 194 000 | 194 000 | 194 000 | 194 000 | 103 670 CHF | 105 610 CHF | 100,00% | 100,00% |
12/08/2024 | 1,86% | 0,53 CHF | 0,54 CHF | 194 000 | 194 000 | 194 000 | 194 000 | 103 567 CHF | 105 507 CHF | 98,53% | 98,53% |
09/08/2024 | 1,77% | 0,56 CHF | 0,57 CHF | 199 000 | 199 000 | 197 598 | 197 598 | 110 824 CHF | 112 800 CHF | 100,00% | 100,00% |
08/08/2024 | 1,60% | 0,58 CHF | 0,59 CHF | 199 000 | 199 000 | 201 579 | 201 579 | 125 108 CHF | 127 124 CHF | 99,97% | 99,97% |
07/08/2024 | 1,66% | 0,58 CHF | 0,59 CHF | 199 000 | 199 000 | 199 578 | 199 578 | 119 529 CHF | 121 525 CHF | 99,95% | 99,95% |
06/08/2024 | 1,53% | 0,64 CHF | 0,65 CHF | 203 000 | 203 000 | 202 892 | 202 892 | 131 892 CHF | 133 921 CHF | 99,92% | 99,92% |
02/08/2024 | 1,95% | 0,55 CHF | 0,56 CHF | 194 000 | 194 000 | 193 376 | 193 376 | 98 350 CHF | 100 284 CHF | 99,92% | 99,92% |
31/07/2024 | 2,51% | 0,41 CHF | 0,42 CHF | 184 000 | 184 000 | 183 999 | 183 999 | 72 395 CHF | 74 235 CHF | 39,26% | 39,26% |