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 | 2,07% | 0,73 CHF | 0,74 CHF | 200 000 | 200 000 | 91 053 | 91 053 | 67 249 CHF | 68 438 CHF | 99,90% | 99,90% |
14/08/2024 | 2,01% | 0,76 CHF | 0,77 CHF | 210 000 | 210 000 | 94 179 | 94 179 | 71 800 CHF | 73 024 CHF | 99,27% | 99,27% |
13/08/2024 | 1,89% | 0,78 CHF | 0,79 CHF | 210 000 | 210 000 | 95 766 | 95 766 | 77 147 CHF | 78 393 CHF | 99,92% | 99,92% |
12/08/2024 | 1,90% | 0,81 CHF | 0,82 CHF | 215 000 | 215 000 | 96 108 | 96 108 | 77 932 CHF | 79 183 CHF | 99,83% | 99,83% |
09/08/2024 | 1,88% | 0,82 CHF | 0,83 CHF | 220 000 | 220 000 | 96 921 | 96 921 | 79 446 CHF | 80 705 CHF | 99,89% | 99,89% |
08/08/2024 | 1,84% | 0,81 CHF | 0,82 CHF | 215 000 | 215 000 | 98 149 | 98 149 | 81 594 CHF | 82 869 CHF | 99,82% | 99,82% |
07/08/2024 | 1,92% | 0,81 CHF | 0,82 CHF | 215 000 | 215 000 | 96 276 | 96 276 | 77 248 CHF | 78 500 CHF | 99,90% | 99,90% |
06/08/2024 | 3,15% | 0,83 CHF | 0,84 CHF | 225 000 | 225 000 | 73 816 | 73 816 | 60 517 CHF | 61 735 CHF | 99,98% | 99,98% |
02/08/2024 | 1,90% | 0,80 CHF | 0,81 CHF | 215 000 | 215 000 | 96 154 | 96 154 | 77 415 CHF | 78 663 CHF | 100,00% | 100,00% |
30/07/2024 | 1,43% | 0,72 CHF | 0,73 CHF | 195 000 | 195 000 | 86 590 | 86 590 | 61 570 CHF | 62 438 CHF | 99,41% | 99,41% |