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 | 2,14% | 0,48 CHF | 0,49 CHF | 460 000 | 460 000 | 255 800 | 255 800 | 121 846 CHF | 124 414 CHF | 97,89% | 97,89% |
14/08/2024 | 2,29% | 0,45 CHF | 0,46 CHF | 440 000 | 440 000 | 228 013 | 227 252 | 111 240 CHF | 113 168 CHF | 99,06% | 99,06% |
13/08/2024 | 1,94% | 0,53 CHF | 0,54 CHF | 440 000 | 440 000 | 242 170 | 242 170 | 127 417 CHF | 129 848 CHF | 100,00% | 100,00% |
12/08/2024 | 1,92% | 0,53 CHF | 0,54 CHF | 430 000 | 430 000 | 233 734 | 233 734 | 124 492 CHF | 126 847 CHF | 99,15% | 99,15% |
09/08/2024 | 2,05% | 0,48 CHF | 0,49 CHF | 450 000 | 450 000 | 244 246 | 244 246 | 121 335 CHF | 123 793 CHF | 99,88% | 99,88% |
08/08/2024 | 2,13% | 0,52 CHF | 0,53 CHF | 460 000 | 460 000 | 257 298 | 257 298 | 125 321 CHF | 127 904 CHF | 99,96% | 99,96% |
07/08/2024 | 1,97% | 0,50 CHF | 0,51 CHF | 470 000 | 470 000 | 256 507 | 256 507 | 133 338 CHF | 135 917 CHF | 99,94% | 99,94% |
06/08/2024 | 2,05% | 0,49 CHF | 0,50 CHF | 480 000 | 480 000 | 263 440 | 263 440 | 129 727 CHF | 132 373 CHF | 99,30% | 99,30% |
02/08/2024 | 1,76% | 0,56 CHF | 0,57 CHF | 390 000 | 390 000 | 206 505 | 206 505 | 119 401 CHF | 121 484 CHF | 98,77% | 98,77% |
30/07/2024 | 1,59% | 0,63 CHF | 0,64 CHF | 370 000 | 370 000 | 204 253 | 204 253 | 131 109 CHF | 133 159 CHF | 99,89% | 99,89% |