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 | 3,26% | 0,30 CHF | 0,31 CHF | 420 000 | 420 000 | 418 270 | 418 270 | 126 166 CHF | 130 349 CHF | 99,76% | 99,76% |
14/08/2024 | 3,16% | 0,30 CHF | 0,31 CHF | 420 000 | 420 000 | 418 268 | 418 268 | 130 238 CHF | 134 420 CHF | 99,70% | 99,70% |
13/08/2024 | 3,07% | 0,32 CHF | 0,33 CHF | 430 000 | 430 000 | 428 225 | 428 225 | 137 280 CHF | 141 562 CHF | 99,89% | 99,89% |
12/08/2024 | 3,00% | 0,33 CHF | 0,34 CHF | 430 000 | 430 000 | 428 004 | 428 004 | 140 812 CHF | 145 094 CHF | 99,70% | 99,70% |
09/08/2024 | 2,88% | 0,34 CHF | 0,35 CHF | 430 000 | 430 000 | 428 217 | 428 217 | 146 679 CHF | 150 961 CHF | 99,55% | 99,55% |
08/08/2024 | 2,85% | 0,35 CHF | 0,36 CHF | 430 000 | 430 000 | 435 367 | 435 367 | 150 533 CHF | 154 887 CHF | 98,11% | 98,11% |
07/08/2024 | 2,49% | 0,39 CHF | 0,40 CHF | 440 000 | 440 000 | 442 078 | 442 078 | 175 458 CHF | 179 879 CHF | 98,95% | 98,95% |
06/08/2024 | 2,35% | 0,41 CHF | 0,42 CHF | 450 000 | 450 000 | 452 317 | 452 317 | 190 006 CHF | 194 529 CHF | 99,23% | 99,23% |
02/08/2024 | 2,61% | 0,38 CHF | 0,39 CHF | 440 000 | 440 000 | 438 172 | 438 172 | 166 020 CHF | 170 402 CHF | 99,14% | 99,14% |
30/07/2024 | 2,62% | 0,38 CHF | 0,39 CHF | 430 000 | 430 000 | 428 229 | 428 229 | 161 622 CHF | 165 905 CHF | 99,98% | 99,98% |