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 | 1,70% | 0,54 CHF | 0,55 CHF | 225 000 | 225 000 | 230 873 | 230 873 | 134 697 CHF | 137 005 CHF | 99,98% | 99,98% |
14/08/2024 | 1,59% | 0,63 CHF | 0,64 CHF | 235 000 | 235 000 | 234 027 | 234 027 | 146 456 CHF | 148 797 CHF | 99,27% | 99,27% |
13/08/2024 | 1,53% | 0,64 CHF | 0,65 CHF | 240 000 | 240 000 | 238 874 | 238 874 | 155 414 CHF | 157 803 CHF | 100,00% | 100,00% |
12/08/2024 | 1,57% | 0,64 CHF | 0,65 CHF | 235 000 | 235 000 | 236 192 | 236 192 | 149 713 CHF | 152 076 CHF | 99,23% | 99,23% |
09/08/2024 | 1,52% | 0,64 CHF | 0,65 CHF | 240 000 | 240 000 | 239 255 | 239 255 | 156 416 CHF | 158 808 CHF | 99,98% | 99,98% |
08/08/2024 | 1,44% | 0,68 CHF | 0,69 CHF | 245 000 | 245 000 | 244 799 | 244 799 | 168 394 CHF | 170 842 CHF | 99,74% | 99,74% |
07/08/2024 | 1,48% | 0,67 CHF | 0,68 CHF | 240 000 | 240 000 | 243 061 | 243 061 | 163 081 CHF | 165 511 CHF | 100,00% | 100,00% |
06/08/2024 | 1,39% | 0,71 CHF | 0,72 CHF | 250 000 | 250 000 | 249 670 | 249 670 | 178 490 CHF | 180 987 CHF | 99,84% | 99,84% |
02/08/2024 | 1,71% | 0,65 CHF | 0,66 CHF | 245 000 | 245 000 | 234 169 | 234 169 | 136 394 CHF | 138 736 CHF | 99,36% | 99,36% |
30/07/2024 | 2,47% | 0,39 CHF | 0,40 CHF | 215 000 | 215 000 | 214 115 | 214 115 | 85 586 CHF | 87 727 CHF | 100,00% | 100,00% |