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 | 2,91% | 0,34 CHF | 0,35 CHF | 420 000 | 420 000 | 418 267 | 418 267 | 141 488 CHF | 145 671 CHF | 99,65% | 99,65% |
14/08/2024 | 3,02% | 0,33 CHF | 0,34 CHF | 420 000 | 420 000 | 418 259 | 418 259 | 136 553 CHF | 140 736 CHF | 99,32% | 99,32% |
13/08/2024 | 3,14% | 0,31 CHF | 0,32 CHF | 430 000 | 430 000 | 428 223 | 428 223 | 134 264 CHF | 138 546 CHF | 99,79% | 99,79% |
12/08/2024 | 3,20% | 0,31 CHF | 0,32 CHF | 430 000 | 430 000 | 428 004 | 428 004 | 131 729 CHF | 136 011 CHF | 99,80% | 99,80% |
09/08/2024 | 3,37% | 0,30 CHF | 0,31 CHF | 430 000 | 430 000 | 428 218 | 428 218 | 124 827 CHF | 129 109 CHF | 99,61% | 99,61% |
08/08/2024 | 3,43% | 0,29 CHF | 0,30 CHF | 430 000 | 430 000 | 435 413 | 435 413 | 124 742 CHF | 129 096 CHF | 98,05% | 98,05% |
07/08/2024 | 4,15% | 0,25 CHF | 0,26 CHF | 440 000 | 440 000 | 442 095 | 442 095 | 104 333 CHF | 108 754 CHF | 100,00% | 100,00% |
06/08/2024 | 4,69% | 0,22 CHF | 0,23 CHF | 450 000 | 450 000 | 452 316 | 452 316 | 94 312 CHF | 98 835 CHF | 99,85% | 99,85% |
02/08/2024 | 3,81% | 0,26 CHF | 0,27 CHF | 440 000 | 440 000 | 438 180 | 438 180 | 113 110 CHF | 117 491 CHF | 99,53% | 99,53% |
30/07/2024 | 3,63% | 0,27 CHF | 0,28 CHF | 430 000 | 430 000 | 428 222 | 428 222 | 115 971 CHF | 120 254 CHF | 99,65% | 99,65% |