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 | 2,95% | 0,41 CHF | 0,42 CHF | 680 000 | 680 000 | 304 551 | 304 551 | 109 983 CHF | 113 042 CHF | 99,80% | 99,80% |
14/08/2024 | 3,11% | 0,32 CHF | 0,33 CHF | 690 000 | 690 000 | 301 193 | 301 193 | 97 643 CHF | 100 670 CHF | 99,65% | 99,65% |
13/08/2024 | 3,42% | 0,30 CHF | 0,31 CHF | 750 000 | 750 000 | 332 865 | 332 865 | 98 427 CHF | 101 771 CHF | 99,99% | 99,99% |
12/08/2024 | 3,31% | 0,31 CHF | 0,32 CHF | 750 000 | 750 000 | 332 130 | 332 130 | 101 069 CHF | 104 418 CHF | 99,01% | 99,01% |
09/08/2024 | 3,39% | 0,31 CHF | 0,32 CHF | 770 000 | 770 000 | 345 925 | 345 925 | 103 965 CHF | 107 441 CHF | 98,37% | 98,37% |
08/08/2024 | 3,74% | 0,28 CHF | 0,28 CHF | 880 000 | 880 000 | 387 379 | 387 379 | 105 747 CHF | 109 637 CHF | 99,92% | 99,92% |
07/08/2024 | 3,52% | 0,30 CHF | 0,31 CHF | 800 000 | 800 000 | 375 430 | 375 430 | 108 401 CHF | 112 169 CHF | 99,76% | 99,76% |
06/08/2024 | 3,72% | 0,26 CHF | 0,27 CHF | 880 000 | 880 000 | 383 963 | 383 963 | 102 102 CHF | 105 960 CHF | 99,83% | 99,83% |
02/08/2024 | 3,06% | 0,30 CHF | 0,31 CHF | 620 000 | 620 000 | 188 189 | 188 189 | 56 129 CHF | 58 012 CHF | 96,90% | 96,90% |
30/07/2024 | 1,77% | 0,54 CHF | 0,55 CHF | 530 000 | 530 000 | 230 153 | 230 153 | 132 542 CHF | 134 854 CHF | 99,85% | 99,85% |