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 | 1,22% | 0,84 CHF | 0,85 CHF | 295 000 | 295 000 | 93 645 | 93 645 | 78 085 CHF | 79 023 CHF | 99,64% | 99,64% |
14/08/2024 | 1,23% | 0,82 CHF | 0,83 CHF | 295 000 | 295 000 | 94 427 | 94 427 | 77 597 CHF | 78 543 CHF | 99,72% | 99,72% |
13/08/2024 | 1,16% | 0,84 CHF | 0,85 CHF | 300 000 | 300 000 | 95 770 | 95 770 | 82 796 CHF | 83 755 CHF | 100,00% | 100,00% |
12/08/2024 | 1,18% | 0,88 CHF | 0,89 CHF | 300 000 | 300 000 | 95 957 | 95 957 | 83 529 CHF | 84 492 CHF | 98,98% | 98,98% |
09/08/2024 | 1,18% | 0,87 CHF | 0,88 CHF | 305 000 | 305 000 | 97 328 | 97 328 | 85 155 CHF | 86 130 CHF | 98,38% | 98,38% |
08/08/2024 | 1,14% | 0,86 CHF | 0,87 CHF | 300 000 | 300 000 | 96 697 | 96 697 | 85 494 CHF | 86 463 CHF | 99,98% | 99,98% |
07/08/2024 | 1,65% | 0,87 CHF | 0,88 CHF | 300 000 | 300 000 | 83 896 | 83 896 | 76 556 CHF | 77 480 CHF | 97,45% | 97,45% |
06/08/2024 | 1,81% | 0,59 CHF | 0,64 CHF | 270 000 | 275 000 | 44 837 | 44 837 | 28 963 CHF | 29 452 CHF | 81,34% | 99,99% |
02/08/2024 | 2,05% | 0,65 CHF | 0,66 CHF | 275 000 | 275 000 | 86 124 | 86 124 | 54 100 CHF | 55 030 CHF | 99,40% | 99,40% |
30/07/2024 | 2,36% | 0,45 CHF | 0,46 CHF | 240 000 | 240 000 | 76 649 | 76 649 | 33 585 CHF | 34 356 CHF | 99,90% | 99,90% |