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 | 1,18% | 0,86 CHF | 0,87 CHF | 470 000 | 470 000 | 155 728 | 155 728 | 136 333 CHF | 137 897 CHF | 99,17% | 99,17% |
14/08/2024 | 1,28% | 0,84 CHF | 0,85 CHF | 470 000 | 470 000 | 164 044 | 164 044 | 133 660 CHF | 135 307 CHF | 98,83% | 98,83% |
13/08/2024 | 1,37% | 0,78 CHF | 0,79 CHF | 480 000 | 480 000 | 171 030 | 171 030 | 129 454 CHF | 131 172 CHF | 99,55% | 99,55% |
12/08/2024 | 1,37% | 0,75 CHF | 0,76 CHF | 510 000 | 510 000 | 176 739 | 176 739 | 131 387 CHF | 133 171 CHF | 98,49% | 98,49% |
09/08/2024 | 1,41% | 0,73 CHF | 0,74 CHF | 510 000 | 510 000 | 193 490 | 193 490 | 140 501 CHF | 142 444 CHF | 84,26% | 84,26% |
08/08/2024 | 1,54% | 0,71 CHF | 0,72 CHF | 530 000 | 530 000 | 184 585 | 184 585 | 126 877 CHF | 128 731 CHF | 98,80% | 98,80% |
07/08/2024 | 1,51% | 0,73 CHF | 0,74 CHF | 520 000 | 520 000 | 193 229 | 193 229 | 134 949 CHF | 136 890 CHF | 89,22% | 89,22% |
06/08/2024 | 1,63% | 0,62 CHF | 0,63 CHF | 570 000 | 570 000 | 195 460 | 195 460 | 122 997 CHF | 124 959 CHF | 98,47% | 98,47% |
02/08/2024 | 1,52% | 0,64 CHF | 0,65 CHF | 530 000 | 530 000 | 174 100 | 174 100 | 115 399 CHF | 117 146 CHF | 97,81% | 97,81% |
30/07/2024 | 1,39% | 0,72 CHF | 0,73 CHF | 500 000 | 500 000 | 167 260 | 167 260 | 123 773 CHF | 125 453 CHF | 99,19% | 99,19% |