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 | 2,58% | 0,43 CHF | 0,44 CHF | 320 000 | 320 000 | 325 305 | 325 305 | 124 832 CHF | 128 085 CHF | 99,98% | 99,98% |
14/08/2024 | 2,67% | 0,37 CHF | 0,38 CHF | 330 000 | 330 000 | 327 846 | 327 846 | 121 297 CHF | 124 575 CHF | 99,27% | 99,27% |
13/08/2024 | 2,85% | 0,35 CHF | 0,36 CHF | 330 000 | 330 000 | 331 516 | 331 516 | 114 702 CHF | 118 017 CHF | 99,92% | 99,92% |
12/08/2024 | 3,01% | 0,32 CHF | 0,33 CHF | 335 000 | 335 000 | 333 457 | 333 457 | 109 127 CHF | 112 463 CHF | 99,99% | 99,99% |
09/08/2024 | 3,09% | 0,31 CHF | 0,32 CHF | 340 000 | 340 000 | 335 322 | 335 322 | 106 843 CHF | 110 196 CHF | 99,98% | 99,98% |
08/08/2024 | 3,24% | 0,36 CHF | 0,37 CHF | 335 000 | 335 000 | 338 822 | 338 822 | 103 735 CHF | 107 124 CHF | 98,72% | 98,72% |
07/08/2024 | 3,21% | 0,29 CHF | 0,30 CHF | 340 000 | 340 000 | 337 637 | 337 637 | 103 764 CHF | 107 140 CHF | 79,80% | 99,66% |
06/08/2024 | 3,08% | 0,27 CHF | 0,33 CHF | 345 000 | 340 000 | 340 000 | 340 000 | 108 800 CHF | 112 200 CHF | 0,44% | 99,98% |
02/08/2024 | 2,69% | 0,32 CHF | 0,33 CHF | 340 000 | 340 000 | 331 306 | 331 306 | 122 165 CHF | 125 478 CHF | 99,39% | 99,39% |
30/07/2024 | 1,82% | 0,54 CHF | 0,55 CHF | 310 000 | 310 000 | 308 725 | 308 725 | 168 513 CHF | 171 600 CHF | 99,99% | 99,99% |