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 | 1,71% | 0,54 CHF | 0,55 CHF | 320 000 | 320 000 | 325 308 | 325 308 | 189 214 CHF | 192 467 CHF | 99,56% | 99,56% |
14/08/2024 | 1,68% | 0,59 CHF | 0,60 CHF | 330 000 | 330 000 | 327 845 | 327 845 | 194 096 CHF | 197 375 CHF | 99,25% | 99,25% |
13/08/2024 | 1,62% | 0,61 CHF | 0,62 CHF | 330 000 | 330 000 | 331 514 | 331 514 | 203 015 CHF | 206 330 CHF | 99,92% | 99,92% |
12/08/2024 | 1,57% | 0,64 CHF | 0,65 CHF | 335 000 | 335 000 | 333 457 | 333 457 | 211 191 CHF | 214 527 CHF | 99,92% | 99,92% |
09/08/2024 | 1,55% | 0,65 CHF | 0,66 CHF | 340 000 | 340 000 | 335 321 | 335 321 | 214 383 CHF | 217 737 CHF | 99,93% | 99,93% |
08/08/2024 | 1,54% | 0,60 CHF | 0,61 CHF | 335 000 | 335 000 | 338 828 | 338 828 | 218 988 CHF | 222 376 CHF | 98,79% | 98,79% |
07/08/2024 | 1,52% | 0,67 CHF | 0,68 CHF | 340 000 | 340 000 | 339 091 | 339 091 | 222 314 CHF | 225 705 CHF | 99,49% | 99,49% |
06/08/2024 | 1,46% | 0,68 CHF | 0,69 CHF | 345 000 | 345 000 | 345 836 | 345 836 | 235 584 CHF | 239 042 CHF | 99,50% | 99,50% |
02/08/2024 | 1,69% | 0,63 CHF | 0,64 CHF | 340 000 | 340 000 | 331 305 | 331 305 | 195 336 CHF | 198 649 CHF | 99,70% | 99,70% |
30/07/2024 | 2,30% | 0,44 CHF | 0,45 CHF | 310 000 | 310 000 | 308 725 | 308 725 | 132 964 CHF | 136 051 CHF | 100,00% | 100,00% |