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 | 2,16% | 0,75 CHF | 0,76 CHF | 148 000 | 148 000 | 66 881 | 66 881 | 48 541 CHF | 49 413 CHF | 99,89% | 99,89% |
14/08/2024 | 2,23% | 0,68 CHF | 0,69 CHF | 151 000 | 151 000 | 68 094 | 68 094 | 46 345 CHF | 47 229 CHF | 99,27% | 99,27% |
13/08/2024 | 2,29% | 0,66 CHF | 0,67 CHF | 152 000 | 152 000 | 68 004 | 68 004 | 45 370 CHF | 46 253 CHF | 100,00% | 100,00% |
12/08/2024 | 2,27% | 0,67 CHF | 0,68 CHF | 151 000 | 151 000 | 68 014 | 68 014 | 45 451 CHF | 46 334 CHF | 99,25% | 99,25% |
09/08/2024 | 2,30% | 0,66 CHF | 0,67 CHF | 152 000 | 152 000 | 68 074 | 68 074 | 45 050 CHF | 45 935 CHF | 99,89% | 99,89% |
08/08/2024 | 2,52% | 0,63 CHF | 0,64 CHF | 153 000 | 153 000 | 69 009 | 69 009 | 43 028 CHF | 43 926 CHF | 99,93% | 99,93% |
07/08/2024 | 2,43% | 0,66 CHF | 0,67 CHF | 152 000 | 152 000 | 68 986 | 68 986 | 44 030 CHF | 44 928 CHF | 100,00% | 100,00% |
06/08/2024 | 2,99% | 0,63 CHF | 0,64 CHF | 155 000 | 155 000 | 70 738 | 70 738 | 40 545 CHF | 41 520 CHF | 99,77% | 99,77% |
02/08/2024 | 2,21% | 0,70 CHF | 0,71 CHF | 152 000 | 152 000 | 67 354 | 67 354 | 48 120 CHF | 48 995 CHF | 98,86% | 98,86% |
30/07/2024 | 2,68% | 0,60 CHF | 0,61 CHF | 152 000 | 152 000 | 68 838 | 68 838 | 39 783 CHF | 40 680 CHF | 99,99% | 99,99% |