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 | 1,36% | 0,78 CHF | 0,79 CHF | 225 000 | 225 000 | 230 875 | 230 875 | 168 246 CHF | 170 555 CHF | 100,00% | 100,00% |
14/08/2024 | 1,45% | 0,68 CHF | 0,69 CHF | 235 000 | 235 000 | 234 027 | 234 027 | 159 721 CHF | 162 062 CHF | 99,26% | 99,26% |
13/08/2024 | 1,53% | 0,66 CHF | 0,67 CHF | 240 000 | 240 000 | 238 875 | 238 875 | 155 483 CHF | 157 872 CHF | 100,00% | 100,00% |
12/08/2024 | 1,48% | 0,67 CHF | 0,68 CHF | 235 000 | 235 000 | 236 189 | 236 189 | 158 282 CHF | 160 646 CHF | 99,25% | 99,25% |
09/08/2024 | 1,54% | 0,66 CHF | 0,67 CHF | 240 000 | 240 000 | 239 255 | 239 255 | 154 196 CHF | 156 588 CHF | 100,00% | 100,00% |
08/08/2024 | 1,64% | 0,62 CHF | 0,63 CHF | 245 000 | 245 000 | 244 802 | 244 802 | 147 770 CHF | 150 218 CHF | 99,97% | 99,97% |
07/08/2024 | 1,60% | 0,63 CHF | 0,64 CHF | 240 000 | 240 000 | 243 058 | 243 058 | 151 159 CHF | 153 590 CHF | 99,99% | 99,99% |
06/08/2024 | 1,75% | 0,57 CHF | 0,58 CHF | 250 000 | 250 000 | 249 671 | 249 671 | 141 242 CHF | 143 739 CHF | 99,89% | 99,89% |
02/08/2024 | 1,39% | 0,64 CHF | 0,65 CHF | 245 000 | 245 000 | 234 164 | 234 164 | 167 521 CHF | 169 862 CHF | 99,09% | 99,09% |
30/07/2024 | 1,07% | 0,94 CHF | 0,95 CHF | 215 000 | 215 000 | 214 115 | 214 115 | 198 541 CHF | 200 682 CHF | 99,99% | 99,99% |