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 | 1,74% | 0,55 CHF | 0,56 CHF | 168 000 | 168 000 | 169 313 | 169 313 | 96 784 CHF | 98 477 CHF | 100,00% | 100,00% |
14/08/2024 | 1,66% | 0,60 CHF | 0,61 CHF | 170 000 | 170 000 | 170 905 | 170 905 | 102 116 CHF | 103 825 CHF | 99,69% | 99,69% |
13/08/2024 | 1,68% | 0,60 CHF | 0,61 CHF | 172 000 | 172 000 | 171 730 | 171 730 | 101 632 CHF | 103 350 CHF | 99,74% | 99,74% |
12/08/2024 | 1,71% | 0,58 CHF | 0,59 CHF | 170 000 | 170 000 | 170 282 | 170 282 | 98 843 CHF | 100 547 CHF | 99,22% | 99,22% |
09/08/2024 | 1,65% | 0,60 CHF | 0,61 CHF | 172 000 | 172 000 | 172 597 | 172 597 | 103 447 CHF | 105 173 CHF | 99,99% | 99,99% |
08/08/2024 | 1,60% | 0,61 CHF | 0,62 CHF | 174 000 | 174 000 | 175 503 | 175 503 | 109 175 CHF | 110 930 CHF | 99,99% | 99,99% |
07/08/2024 | 1,56% | 0,61 CHF | 0,62 CHF | 174 000 | 174 000 | 176 042 | 176 042 | 111 809 CHF | 113 569 CHF | 100,00% | 100,00% |
06/08/2024 | 1,43% | 0,68 CHF | 0,69 CHF | 180 000 | 180 000 | 181 900 | 181 900 | 126 741 CHF | 128 560 CHF | 99,91% | 99,91% |
02/08/2024 | 1,74% | 0,60 CHF | 0,61 CHF | 174 000 | 174 000 | 171 933 | 171 933 | 98 274 CHF | 99 993 CHF | 99,96% | 99,96% |
30/07/2024 | 1,73% | 0,57 CHF | 0,58 CHF | 168 000 | 168 000 | 168 004 | 168 004 | 96 173 CHF | 97 853 CHF | 100,00% | 100,00% |