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 | 1,27% | 0,89 CHF | 0,90 CHF | 530 000 | 530 000 | 235 721 | 235 721 | 195 528 CHF | 197 896 CHF | 99,24% | 99,24% |
14/08/2024 | 1,31% | 0,77 CHF | 0,78 CHF | 540 000 | 540 000 | 235 206 | 235 206 | 182 836 CHF | 185 197 CHF | 98,93% | 98,93% |
13/08/2024 | 1,39% | 0,74 CHF | 0,75 CHF | 560 000 | 560 000 | 248 172 | 248 172 | 183 194 CHF | 185 687 CHF | 99,32% | 99,32% |
12/08/2024 | 1,37% | 0,75 CHF | 0,76 CHF | 560 000 | 560 000 | 247 736 | 247 736 | 184 803 CHF | 187 299 CHF | 98,34% | 98,34% |
09/08/2024 | 1,41% | 0,74 CHF | 0,75 CHF | 570 000 | 570 000 | 262 989 | 262 989 | 192 217 CHF | 194 861 CHF | 90,06% | 90,06% |
08/08/2024 | 1,50% | 0,70 CHF | 0,71 CHF | 640 000 | 640 000 | 279 790 | 279 790 | 192 309 CHF | 195 117 CHF | 98,70% | 98,70% |
07/08/2024 | 1,45% | 0,73 CHF | 0,74 CHF | 580 000 | 580 000 | 271 947 | 271 947 | 192 898 CHF | 195 627 CHF | 95,41% | 95,41% |
06/08/2024 | 1,55% | 0,66 CHF | 0,67 CHF | 660 000 | 660 000 | 289 888 | 289 888 | 190 093 CHF | 193 004 CHF | 98,87% | 98,87% |
02/08/2024 | 1,42% | 0,69 CHF | 0,70 CHF | 580 000 | 580 000 | 173 223 | 173 223 | 120 949 CHF | 122 709 CHF | 92,74% | 92,74% |
30/07/2024 | 1,00% | 0,99 CHF | 1,00 CHF | 490 000 | 490 000 | 212 484 | 212 484 | 218 612 CHF | 220 747 CHF | 99,24% | 99,24% |