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 | 2,42% | 0,38 CHF | 0,39 CHF | 196 600 | 196 600 | 196 505 | 196 505 | 80 614 CHF | 82 580 CHF | 100,00% | 100,00% |
14/08/2024 | 2,25% | 0,43 CHF | 0,44 CHF | 178 000 | 178 000 | 178 000 | 178 000 | 78 095 CHF | 79 875 CHF | 99,27% | 99,27% |
13/08/2024 | 2,00% | 0,48 CHF | 0,49 CHF | 161 600 | 161 600 | 161 600 | 161 600 | 79 943 CHF | 81 559 CHF | 100,00% | 100,00% |
12/08/2024 | 1,93% | 0,51 CHF | 0,52 CHF | 153 700 | 153 700 | 153 700 | 153 700 | 78 967 CHF | 80 504 CHF | 98,49% | 98,49% |
09/08/2024 | 1,86% | 0,54 CHF | 0,55 CHF | 152 800 | 152 800 | 152 800 | 152 800 | 81 413 CHF | 82 941 CHF | 99,99% | 99,99% |
08/08/2024 | 1,61% | 0,56 CHF | 0,57 CHF | 145 000 | 145 000 | 151 629 | 151 629 | 94 151 CHF | 95 668 CHF | 99,98% | 99,98% |
07/08/2024 | 1,62% | 0,56 CHF | 0,57 CHF | 105 800 | 105 800 | 107 349 | 107 349 | 66 208 CHF | 67 281 CHF | 99,96% | 99,96% |
06/08/2024 | 1,28% | 0,77 CHF | 0,78 CHF | 114 700 | 114 700 | 114 700 | 114 700 | 89 107 CHF | 90 254 CHF | 99,88% | 99,88% |
02/08/2024 | 1,63% | 0,66 CHF | 0,67 CHF | 254 100 | 254 100 | 236 406 | 236 406 | 143 716 CHF | 146 080 CHF | 99,95% | 99,95% |
30/07/2024 | 2,30% | 0,44 CHF | 0,45 CHF | 193 600 | 193 600 | 181 158 | 181 158 | 77 858 CHF | 79 670 CHF | 100,00% | 100,00% |