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 | 1,30% | 0,78 CHF | 0,79 CHF | 320 000 | 320 000 | 176 818 | 176 818 | 139 403 CHF | 141 177 CHF | 97,88% | 97,88% |
14/08/2024 | 1,41% | 0,75 CHF | 0,76 CHF | 320 000 | 320 000 | 167 001 | 166 406 | 133 853 CHF | 135 059 CHF | 99,03% | 99,03% |
13/08/2024 | 1,21% | 0,86 CHF | 0,87 CHF | 310 000 | 310 000 | 173 537 | 173 537 | 147 607 CHF | 149 349 CHF | 100,00% | 100,00% |
12/08/2024 | 1,19% | 0,86 CHF | 0,87 CHF | 310 000 | 310 000 | 173 489 | 173 489 | 150 106 CHF | 151 853 CHF | 99,13% | 99,13% |
09/08/2024 | 1,25% | 0,79 CHF | 0,80 CHF | 320 000 | 320 000 | 174 046 | 174 046 | 142 529 CHF | 144 280 CHF | 99,64% | 99,64% |
08/08/2024 | 1,29% | 0,84 CHF | 0,85 CHF | 320 000 | 320 000 | 184 086 | 184 086 | 148 379 CHF | 150 227 CHF | 99,98% | 99,98% |
07/08/2024 | 1,26% | 0,82 CHF | 0,83 CHF | 330 000 | 330 000 | 180 534 | 180 534 | 148 276 CHF | 150 091 CHF | 99,81% | 99,81% |
06/08/2024 | 1,57% | 0,77 CHF | 0,78 CHF | 350 000 | 350 000 | 191 034 | 191 034 | 151 134 CHF | 153 406 CHF | 99,40% | 99,40% |
02/08/2024 | 1,09% | 0,90 CHF | 0,91 CHF | 300 000 | 300 000 | 162 246 | 162 246 | 151 160 CHF | 152 795 CHF | 96,88% | 96,88% |
30/07/2024 | 1,01% | 0,99 CHF | 1,00 CHF | 280 000 | 280 000 | 156 270 | 156 270 | 158 035 CHF | 159 604 CHF | 99,06% | 99,06% |