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 | 2,98% | 0,34 CHF | 0,35 CHF | 402 000 | 402 000 | 225 597 | 225 597 | 75 982 CHF | 78 243 CHF | 99,90% | 99,90% |
14/08/2024 | 2,77% | 0,36 CHF | 0,37 CHF | 391 800 | 391 800 | 215 925 | 215 925 | 78 583 CHF | 80 747 CHF | 99,72% | 99,72% |
13/08/2024 | 2,45% | 0,38 CHF | 0,39 CHF | 330 900 | 330 900 | 182 495 | 182 495 | 74 405 CHF | 76 234 CHF | 100,00% | 100,00% |
12/08/2024 | 2,36% | 0,43 CHF | 0,44 CHF | 326 300 | 326 300 | 180 216 | 180 216 | 77 743 CHF | 79 550 CHF | 99,23% | 99,23% |
09/08/2024 | 2,25% | 0,45 CHF | 0,46 CHF | 313 400 | 313 400 | 171 204 | 171 204 | 77 263 CHF | 78 978 CHF | 100,00% | 100,00% |
08/08/2024 | 2,06% | 0,47 CHF | 0,48 CHF | 284 000 | 284 000 | 156 295 | 156 295 | 75 664 CHF | 77 230 CHF | 99,92% | 99,92% |
07/08/2024 | 2,34% | 0,42 CHF | 0,43 CHF | 281 800 | 281 800 | 157 269 | 157 269 | 67 100 CHF | 68 676 CHF | 99,98% | 99,98% |
06/08/2024 | 2,07% | 0,45 CHF | 0,46 CHF | 262 900 | 262 900 | 144 623 | 144 623 | 69 916 CHF | 71 365 CHF | 99,83% | 99,83% |
02/08/2024 | 2,35% | 0,44 CHF | 0,45 CHF | 409 400 | 409 400 | 219 564 | 219 564 | 95 028 CHF | 97 229 CHF | 99,87% | 99,87% |
30/07/2024 | - | 0,34 CHF | - CHF | 466 300 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 99,88% |