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 | 1,19% | 0,82 CHF | 0,83 CHF | 320 000 | 320 000 | 322 164 | 322 164 | 268 581 CHF | 271 802 CHF | 100,00% | 100,00% |
14/08/2024 | 1,18% | 0,84 CHF | 0,85 CHF | 330 000 | 330 000 | 326 079 | 326 079 | 274 793 CHF | 278 054 CHF | 99,68% | 99,68% |
13/08/2024 | 1,16% | 0,86 CHF | 0,87 CHF | 335 000 | 335 000 | 333 234 | 333 234 | 286 464 CHF | 289 797 CHF | 99,74% | 99,74% |
12/08/2024 | 1,16% | 0,86 CHF | 0,87 CHF | 335 000 | 335 000 | 329 994 | 329 994 | 281 957 CHF | 285 258 CHF | 99,22% | 99,22% |
09/08/2024 | 1,19% | 0,84 CHF | 0,85 CHF | 330 000 | 330 000 | 328 880 | 328 880 | 274 877 CHF | 278 166 CHF | 100,00% | 100,00% |
08/08/2024 | 1,18% | 0,84 CHF | 0,85 CHF | 330 000 | 330 000 | 332 937 | 332 937 | 279 625 CHF | 282 954 CHF | 100,00% | 100,00% |
07/08/2024 | 1,21% | 0,83 CHF | 0,84 CHF | 330 000 | 330 000 | 328 448 | 328 448 | 269 751 CHF | 273 035 CHF | 99,97% | 99,97% |
06/08/2024 | 1,20% | 0,83 CHF | 0,84 CHF | 335 000 | 335 000 | 334 626 | 334 626 | 278 354 CHF | 281 700 CHF | 99,97% | 99,97% |
02/08/2024 | 1,26% | 0,79 CHF | 0,80 CHF | 325 000 | 325 000 | 320 359 | 320 359 | 252 815 CHF | 256 019 CHF | 99,94% | 99,94% |
30/07/2024 | 1,38% | 0,72 CHF | 0,73 CHF | 300 000 | 300 000 | 298 765 | 298 765 | 215 630 CHF | 218 618 CHF | 100,00% | 100,00% |