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 | 3,90% | 0,27 CHF | 0,28 CHF | 174 700 | 174 700 | 176 306 | 176 306 | 44 414 CHF | 46 178 CHF | 100,00% | 100,00% |
14/08/2024 | 4,07% | 0,23 CHF | 0,24 CHF | 180 400 | 180 400 | 177 259 | 177 259 | 42 729 CHF | 44 502 CHF | 99,69% | 99,69% |
13/08/2024 | 4,44% | 0,22 CHF | 0,23 CHF | 173 800 | 173 800 | 173 386 | 173 386 | 38 205 CHF | 39 939 CHF | 99,74% | 99,74% |
12/08/2024 | 4,29% | 0,23 CHF | 0,24 CHF | 177 500 | 177 500 | 176 585 | 176 585 | 40 355 CHF | 42 122 CHF | 99,19% | 99,19% |
09/08/2024 | 4,14% | 0,23 CHF | 0,24 CHF | 176 900 | 176 900 | 175 478 | 175 478 | 41 674 CHF | 43 428 CHF | 99,99% | 99,99% |
08/08/2024 | 4,73% | 0,22 CHF | 0,23 CHF | 192 900 | 192 900 | 192 079 | 192 079 | 39 645 CHF | 41 567 CHF | 99,97% | 99,97% |
07/08/2024 | 4,85% | 0,22 CHF | 0,23 CHF | 274 100 | 274 100 | 280 058 | 280 058 | 56 413 CHF | 59 213 CHF | 99,41% | 99,41% |
06/08/2024 | 7,61% | 0,13 CHF | 0,14 CHF | 349 800 | 349 800 | 345 882 | 345 882 | 43 783 CHF | 47 242 CHF | 100,00% | 100,00% |
02/08/2024 | 6,76% | 0,13 CHF | 0,14 CHF | 247 600 | 247 600 | 242 570 | 242 570 | 35 029 CHF | 37 457 CHF | 99,95% | 99,95% |
30/07/2024 | 4,39% | 0,22 CHF | 0,23 CHF | 187 100 | 187 100 | 186 255 | 186 255 | 41 541 CHF | 43 404 CHF | 100,00% | 100,00% |