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 | 3,50% | 0,33 CHF | 0,34 CHF | 510 000 | 510 000 | 225 655 | 225 655 | 67 674 CHF | 69 940 CHF | 99,83% | 99,83% |
14/08/2024 | 3,56% | 0,27 CHF | 0,28 CHF | 530 000 | 530 000 | 222 501 | 222 501 | 61 646 CHF | 63 881 CHF | 98,93% | 98,93% |
13/08/2024 | 3,86% | 0,27 CHF | 0,28 CHF | 530 000 | 530 000 | 233 460 | 233 460 | 62 277 CHF | 64 622 CHF | 99,38% | 99,38% |
12/08/2024 | 4,18% | 0,26 CHF | 0,27 CHF | 540 000 | 540 000 | 237 616 | 237 616 | 58 269 CHF | 60 665 CHF | 98,96% | 98,96% |
09/08/2024 | 3,89% | 0,23 CHF | 0,24 CHF | 560 000 | 560 000 | 240 688 | 240 688 | 60 299 CHF | 62 717 CHF | 98,28% | 98,28% |
08/08/2024 | 4,60% | 0,24 CHF | 0,25 CHF | 560 000 | 560 000 | 248 258 | 248 258 | 55 462 CHF | 57 956 CHF | 99,79% | 99,79% |
07/08/2024 | 4,20% | 0,25 CHF | 0,26 CHF | 560 000 | 560 000 | 244 802 | 244 802 | 59 234 CHF | 61 689 CHF | 98,30% | 98,30% |
06/08/2024 | 3,58% | 0,23 CHF | 0,24 CHF | 570 000 | 570 000 | 237 261 | 237 261 | 63 535 CHF | 65 919 CHF | 99,40% | 99,40% |
02/08/2024 | 4,34% | 0,28 CHF | 0,30 CHF | 560 000 | 560 000 | 233 523 | 233 523 | 57 735 CHF | 60 078 CHF | 95,07% | 95,07% |
30/07/2024 | 3,22% | 0,28 CHF | 0,30 CHF | 530 000 | 530 000 | 222 845 | 222 845 | 69 976 CHF | 72 214 CHF | 99,84% | 99,84% |