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 | 2,45% | 0,38 CHF | 0,39 CHF | 485 000 | 485 000 | 220 930 | 220 930 | 89 490 CHF | 91 703 CHF | 99,90% | 99,90% |
14/08/2024 | 2,37% | 0,43 CHF | 0,44 CHF | 500 000 | 500 000 | 221 110 | 221 110 | 94 194 CHF | 96 410 CHF | 99,46% | 99,46% |
13/08/2024 | 2,39% | 0,43 CHF | 0,44 CHF | 500 000 | 500 000 | 223 759 | 223 759 | 95 138 CHF | 97 380 CHF | 100,00% | 100,00% |
12/08/2024 | 2,40% | 0,42 CHF | 0,43 CHF | 500 000 | 500 000 | 223 546 | 223 546 | 94 209 CHF | 96 451 CHF | 98,99% | 98,99% |
09/08/2024 | 2,38% | 0,44 CHF | 0,45 CHF | 500 000 | 500 000 | 224 358 | 224 358 | 96 424 CHF | 98 672 CHF | 97,95% | 97,95% |
08/08/2024 | 2,35% | 0,43 CHF | 0,44 CHF | 500 000 | 500 000 | 164 299 | 164 299 | 71 391 CHF | 73 036 CHF | 99,98% | 99,98% |
07/08/2024 | 2,86% | 0,38 CHF | 0,39 CHF | 490 000 | 490 000 | 201 511 | 201 511 | 74 086 CHF | 76 104 CHF | 89,17% | 89,64% |
06/08/2024 | 2,72% | 0,36 CHF | 0,37 CHF | 490 000 | 490 000 | 220 915 | 220 915 | 80 669 CHF | 82 882 CHF | 99,94% | 99,94% |
02/08/2024 | 3,14% | 0,35 CHF | 0,36 CHF | 485 000 | 485 000 | 211 551 | 211 551 | 69 217 CHF | 71 336 CHF | 99,94% | 99,94% |
30/07/2024 | 3,14% | 0,32 CHF | 0,33 CHF | 460 000 | 460 000 | 199 596 | 199 596 | 63 246 CHF | 65 245 CHF | 99,90% | 99,90% |