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 | 1,80% | 0,58 CHF | 0,59 CHF | 280 000 | 280 000 | 124 814 | 124 814 | 72 568 CHF | 73 833 CHF | 99,89% | 99,89% |
14/08/2024 | 1,59% | 0,64 CHF | 0,65 CHF | 295 000 | 295 000 | 133 027 | 133 027 | 84 877 CHF | 86 210 CHF | 99,27% | 99,27% |
13/08/2024 | 1,47% | 0,63 CHF | 0,64 CHF | 295 000 | 295 000 | 136 671 | 136 671 | 92 576 CHF | 93 945 CHF | 100,00% | 100,00% |
12/08/2024 | 1,45% | 0,70 CHF | 0,71 CHF | 310 000 | 310 000 | 138 811 | 138 811 | 97 346 CHF | 98 739 CHF | 99,03% | 99,03% |
09/08/2024 | 1,44% | 0,71 CHF | 0,72 CHF | 315 000 | 315 000 | 139 977 | 139 977 | 98 991 CHF | 100 394 CHF | 99,88% | 99,88% |
08/08/2024 | 1,40% | 0,72 CHF | 0,73 CHF | 315 000 | 315 000 | 141 840 | 141 840 | 102 159 CHF | 103 580 CHF | 99,99% | 99,99% |
07/08/2024 | 1,41% | 0,71 CHF | 0,72 CHF | 310 000 | 310 000 | 141 763 | 141 763 | 101 497 CHF | 102 917 CHF | 100,00% | 100,00% |
06/08/2024 | 1,38% | 0,71 CHF | 0,72 CHF | 320 000 | 320 000 | 145 431 | 145 431 | 105 750 CHF | 107 207 CHF | 99,57% | 99,57% |
02/08/2024 | 1,40% | 0,72 CHF | 0,73 CHF | 320 000 | 320 000 | 141 652 | 141 652 | 102 865 CHF | 104 288 CHF | 99,95% | 99,95% |
30/07/2024 | 1,39% | 0,73 CHF | 0,74 CHF | 305 000 | 305 000 | 136 782 | 136 782 | 99 467 CHF | 100 838 CHF | 99,90% | 99,90% |