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 | 1,25% | 0,91 CHF | 0,92 CHF | 450 000 | 450 000 | 200 371 | 200 371 | 169 084 CHF | 171 097 CHF | 99,13% | 99,13% |
14/08/2024 | 1,30% | 0,78 CHF | 0,79 CHF | 460 000 | 460 000 | 201 428 | 201 428 | 158 180 CHF | 160 204 CHF | 99,42% | 99,42% |
13/08/2024 | 1,38% | 0,74 CHF | 0,75 CHF | 480 000 | 480 000 | 211 547 | 211 547 | 156 607 CHF | 158 732 CHF | 99,78% | 99,78% |
12/08/2024 | 1,36% | 0,75 CHF | 0,76 CHF | 480 000 | 480 000 | 213 314 | 213 314 | 160 246 CHF | 162 397 CHF | 98,85% | 98,85% |
09/08/2024 | 1,40% | 0,75 CHF | 0,76 CHF | 490 000 | 490 000 | 221 691 | 221 691 | 162 962 CHF | 165 190 CHF | 98,18% | 98,18% |
08/08/2024 | 1,50% | 0,70 CHF | 0,71 CHF | 550 000 | 550 000 | 242 614 | 242 614 | 166 828 CHF | 169 263 CHF | 99,80% | 99,80% |
07/08/2024 | 1,44% | 0,73 CHF | 0,74 CHF | 510 000 | 510 000 | 238 464 | 238 464 | 169 773 CHF | 172 165 CHF | 98,97% | 98,97% |
06/08/2024 | 1,54% | 0,66 CHF | 0,67 CHF | 570 000 | 570 000 | 250 423 | 250 423 | 164 309 CHF | 166 823 CHF | 99,19% | 99,19% |
02/08/2024 | 1,41% | 0,69 CHF | 0,70 CHF | 480 000 | 480 000 | 147 289 | 147 289 | 103 151 CHF | 104 648 CHF | 95,59% | 95,59% |
30/07/2024 | 0,94% | 1,04 CHF | 1,05 CHF | 410 000 | 410 000 | 176 510 | 176 510 | 192 339 CHF | 194 112 CHF | 99,74% | 99,74% |