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 | 4,12% | 0,26 CHF | 0,27 CHF | 570 000 | 570 000 | 211 565 | 211 565 | 56 034 CHF | 58 158 CHF | 97,17% | 97,17% |
14/08/2024 | 3,65% | 0,27 CHF | 0,28 CHF | 550 000 | 550 000 | 244 945 | 244 945 | 67 311 CHF | 69 772 CHF | 99,03% | 99,03% |
13/08/2024 | 3,53% | 0,29 CHF | 0,30 CHF | 550 000 | 550 000 | 244 449 | 244 449 | 70 380 CHF | 72 835 CHF | 100,00% | 100,00% |
12/08/2024 | 3,55% | 0,29 CHF | 0,30 CHF | 560 000 | 560 000 | 248 941 | 248 941 | 71 510 CHF | 74 021 CHF | 99,14% | 99,14% |
09/08/2024 | 3,71% | 0,27 CHF | 0,28 CHF | 560 000 | 560 000 | 249 072 | 249 072 | 67 480 CHF | 69 981 CHF | 99,85% | 99,85% |
08/08/2024 | 3,94% | 0,28 CHF | 0,28 CHF | 600 000 | 600 000 | 264 361 | 264 361 | 69 403 CHF | 72 059 CHF | 99,99% | 99,99% |
07/08/2024 | 4,00% | 0,25 CHF | 0,26 CHF | 600 000 | 600 000 | 263 260 | 263 260 | 65 957 CHF | 68 601 CHF | 99,98% | 99,98% |
06/08/2024 | 5,33% | 0,25 CHF | 0,26 CHF | 620 000 | 620 000 | 276 823 | 276 823 | 65 042 CHF | 68 268 CHF | 99,83% | 99,83% |
02/08/2024 | 4,52% | 0,21 CHF | 0,22 CHF | 590 000 | 590 000 | 262 325 | 262 325 | 58 059 CHF | 60 694 CHF | 99,48% | 99,48% |
30/07/2024 | 3,99% | 0,25 CHF | 0,26 CHF | 580 000 | 580 000 | 258 165 | 258 165 | 65 624 CHF | 68 217 CHF | 99,69% | 99,69% |