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 | 1,77% | 0,56 CHF | 0,57 CHF | 240 000 | 240 000 | 133 987 | 133 987 | 77 046 CHF | 78 391 CHF | 97,83% | 97,83% |
14/08/2024 | 1,84% | 0,53 CHF | 0,54 CHF | 220 000 | 220 000 | 115 276 | 114 895 | 69 838 CHF | 70 769 CHF | 98,94% | 98,94% |
13/08/2024 | 1,50% | 0,69 CHF | 0,70 CHF | 230 000 | 230 000 | 125 548 | 125 548 | 85 798 CHF | 87 059 CHF | 99,94% | 99,94% |
12/08/2024 | 1,44% | 0,69 CHF | 0,70 CHF | 220 000 | 220 000 | 120 939 | 120 939 | 85 918 CHF | 87 136 CHF | 99,00% | 99,00% |
09/08/2024 | 1,55% | 0,61 CHF | 0,62 CHF | 240 000 | 240 000 | 124 949 | 124 949 | 81 818 CHF | 83 075 CHF | 99,13% | 99,13% |
08/08/2024 | 1,60% | 0,70 CHF | 0,71 CHF | 250 000 | 250 000 | 138 598 | 138 598 | 90 562 CHF | 91 954 CHF | 99,90% | 99,90% |
07/08/2024 | 1,54% | 0,65 CHF | 0,66 CHF | 250 000 | 250 000 | 136 072 | 136 072 | 90 861 CHF | 92 229 CHF | 99,75% | 99,75% |
06/08/2024 | 1,87% | 0,61 CHF | 0,62 CHF | 260 000 | 260 000 | 141 019 | 141 019 | 92 374 CHF | 94 051 CHF | 99,28% | 99,28% |
02/08/2024 | 1,23% | 0,82 CHF | 0,83 CHF | 200 000 | 200 000 | 106 373 | 106 373 | 88 552 CHF | 89 625 CHF | 96,66% | 96,66% |
30/07/2024 | 1,10% | 0,90 CHF | 0,91 CHF | 190 000 | 190 000 | 105 944 | 105 944 | 98 934 CHF | 99 998 CHF | 98,85% | 98,85% |