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 | 1,58% | 0,64 CHF | 0,65 CHF | 220 000 | 220 000 | 81 525 | 81 525 | 50 054 CHF | 50 877 CHF | 97,73% | 97,73% |
14/08/2024 | 1,74% | 0,62 CHF | 0,63 CHF | 220 000 | 220 000 | 98 703 | 98 703 | 58 169 CHF | 59 159 CHF | 99,03% | 99,03% |
13/08/2024 | 1,78% | 0,56 CHF | 0,57 CHF | 220 000 | 220 000 | 98 401 | 98 401 | 55 676 CHF | 56 662 CHF | 100,00% | 100,00% |
12/08/2024 | 1,76% | 0,56 CHF | 0,57 CHF | 220 000 | 220 000 | 98 532 | 98 532 | 56 290 CHF | 57 279 CHF | 99,13% | 99,13% |
09/08/2024 | 1,67% | 0,61 CHF | 0,62 CHF | 220 000 | 220 000 | 98 374 | 98 374 | 60 050 CHF | 61 035 CHF | 99,89% | 99,89% |
08/08/2024 | 1,57% | 0,61 CHF | 0,62 CHF | 220 000 | 220 000 | 98 025 | 98 025 | 62 001 CHF | 62 983 CHF | 99,92% | 99,92% |
07/08/2024 | 1,55% | 0,68 CHF | 0,69 CHF | 220 000 | 220 000 | 97 691 | 97 691 | 64 642 CHF | 65 621 CHF | 100,00% | 100,00% |
06/08/2024 | 1,42% | 0,67 CHF | 0,68 CHF | 220 000 | 220 000 | 98 385 | 98 385 | 69 148 CHF | 70 133 CHF | 99,94% | 99,94% |
02/08/2024 | 1,37% | 0,76 CHF | 0,77 CHF | 220 000 | 220 000 | 98 401 | 98 401 | 73 081 CHF | 74 067 CHF | 99,66% | 99,66% |
30/07/2024 | 1,47% | 0,69 CHF | 0,70 CHF | 220 000 | 220 000 | 98 398 | 98 398 | 67 633 CHF | 68 619 CHF | 99,99% | 99,99% |