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 | 1,73% | 0,56 CHF | 0,57 CHF | 485 000 | 485 000 | 220 921 | 220 921 | 128 205 CHF | 130 418 CHF | 99,90% | 99,90% |
14/08/2024 | 1,69% | 0,60 CHF | 0,61 CHF | 500 000 | 500 000 | 221 110 | 221 110 | 132 627 CHF | 134 843 CHF | 99,45% | 99,45% |
13/08/2024 | 1,69% | 0,61 CHF | 0,62 CHF | 500 000 | 500 000 | 223 755 | 223 755 | 134 549 CHF | 136 791 CHF | 100,00% | 100,00% |
12/08/2024 | 1,70% | 0,60 CHF | 0,61 CHF | 500 000 | 500 000 | 223 532 | 223 532 | 133 500 CHF | 135 743 CHF | 98,99% | 98,99% |
09/08/2024 | 1,69% | 0,61 CHF | 0,62 CHF | 500 000 | 500 000 | 226 592 | 226 592 | 137 011 CHF | 139 281 CHF | 95,74% | 95,74% |
08/08/2024 | 1,67% | 0,61 CHF | 0,62 CHF | 500 000 | 500 000 | 164 281 | 164 281 | 100 301 CHF | 101 946 CHF | 99,98% | 99,98% |
07/08/2024 | 1,92% | 0,55 CHF | 0,56 CHF | 490 000 | 490 000 | 200 755 | 200 755 | 108 852 CHF | 110 862 CHF | 89,72% | 89,72% |
06/08/2024 | 1,86% | 0,53 CHF | 0,54 CHF | 490 000 | 490 000 | 220 925 | 220 925 | 119 072 CHF | 121 285 CHF | 99,95% | 99,95% |
02/08/2024 | 2,03% | 0,53 CHF | 0,54 CHF | 485 000 | 485 000 | 211 566 | 211 566 | 106 521 CHF | 108 641 CHF | 99,94% | 99,94% |
30/07/2024 | 2,02% | 0,50 CHF | 0,51 CHF | 460 000 | 460 000 | 199 589 | 199 589 | 99 165 CHF | 101 165 CHF | 99,89% | 99,89% |