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% | 0,59 CHF | 0,60 CHF | 340 000 | 340 000 | 187 599 | 187 599 | 111 931 CHF | 113 814 CHF | 96,15% | 96,15% |
14/08/2024 | 1,84% | 0,56 CHF | 0,57 CHF | 340 000 | 340 000 | 174 511 | 173 912 | 106 628 CHF | 108 024 CHF | 97,29% | 97,29% |
13/08/2024 | 1,56% | 0,67 CHF | 0,68 CHF | 340 000 | 340 000 | 186 331 | 186 331 | 122 585 CHF | 124 456 CHF | 98,96% | 98,96% |
12/08/2024 | 1,53% | 0,66 CHF | 0,67 CHF | 340 000 | 340 000 | 185 658 | 185 658 | 124 764 CHF | 126 634 CHF | 98,85% | 98,85% |
09/08/2024 | 1,61% | 0,60 CHF | 0,61 CHF | 350 000 | 350 000 | 188 643 | 188 643 | 119 026 CHF | 120 921 CHF | 96,24% | 96,24% |
08/08/2024 | 1,67% | 0,65 CHF | 0,66 CHF | 350 000 | 350 000 | 196 841 | 196 841 | 122 324 CHF | 124 300 CHF | 96,71% | 96,71% |
07/08/2024 | 1,63% | 0,63 CHF | 0,64 CHF | 360 000 | 360 000 | 194 752 | 194 752 | 123 389 CHF | 125 346 CHF | 97,19% | 97,19% |
06/08/2024 | 2,01% | 0,59 CHF | 0,60 CHF | 380 000 | 380 000 | 205 938 | 205 938 | 125 980 CHF | 128 432 CHF | 97,09% | 97,09% |
02/08/2024 | 1,37% | 0,71 CHF | 0,72 CHF | 310 000 | 310 000 | 167 736 | 167 736 | 123 854 CHF | 125 543 CHF | 93,62% | 93,62% |
30/07/2024 | 1,27% | 0,79 CHF | 0,80 CHF | 300 000 | 300 000 | 161 353 | 161 353 | 130 542 CHF | 132 162 CHF | 98,10% | 98,10% |