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 | 1,52% | 0,74 CHF | 0,75 CHF | 194 000 | 194 000 | 88 462 | 88 462 | 60 584 CHF | 61 470 CHF | 99,90% | 99,90% |
14/08/2024 | 1,63% | 0,62 CHF | 0,63 CHF | 200 000 | 200 000 | 88 443 | 88 443 | 54 884 CHF | 55 770 CHF | 99,46% | 99,46% |
13/08/2024 | 1,60% | 0,61 CHF | 0,62 CHF | 200 000 | 200 000 | 89 504 | 89 504 | 56 179 CHF | 57 075 CHF | 100,00% | 100,00% |
12/08/2024 | 1,56% | 0,64 CHF | 0,65 CHF | 200 000 | 200 000 | 89 423 | 89 423 | 57 549 CHF | 58 446 CHF | 98,99% | 98,99% |
09/08/2024 | 1,61% | 0,60 CHF | 0,61 CHF | 200 000 | 200 000 | 89 560 | 89 560 | 55 208 CHF | 56 105 CHF | 98,38% | 98,38% |
08/08/2024 | 1,67% | 0,61 CHF | 0,62 CHF | 200 000 | 200 000 | 65 577 | 65 577 | 39 236 CHF | 39 893 CHF | 99,95% | 99,95% |
07/08/2024 | 1,28% | 0,75 CHF | 0,76 CHF | 196 000 | 196 000 | 80 436 | 80 436 | 61 804 CHF | 62 609 CHF | 90,27% | 90,27% |
06/08/2024 | 1,36% | 0,77 CHF | 0,78 CHF | 196 000 | 196 000 | 88 640 | 88 640 | 66 920 CHF | 67 809 CHF | 99,86% | 99,92% |
02/08/2024 | 1,13% | 0,80 CHF | 0,81 CHF | 194 000 | 194 000 | 84 813 | 84 813 | 74 401 CHF | 75 251 CHF | 99,94% | 99,94% |
30/07/2024 | 1,08% | 0,95 CHF | 0,96 CHF | 184 000 | 184 000 | 79 909 | 79 909 | 75 530 CHF | 76 331 CHF | 99,88% | 99,88% |