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 | 2,22% | 0,65 CHF | 0,66 CHF | 114 000 | 114 000 | 51 450 | 51 450 | 34 797 CHF | 35 467 CHF | 99,89% | 99,89% |
14/08/2024 | 2,05% | 0,74 CHF | 0,75 CHF | 118 000 | 118 000 | 53 417 | 53 417 | 39 563 CHF | 40 257 CHF | 99,26% | 99,26% |
13/08/2024 | 2,02% | 0,76 CHF | 0,77 CHF | 120 000 | 120 000 | 53 668 | 53 668 | 40 672 CHF | 41 370 CHF | 100,00% | 100,00% |
12/08/2024 | 2,03% | 0,73 CHF | 0,74 CHF | 118 000 | 118 000 | 53 352 | 53 352 | 40 048 CHF | 40 742 CHF | 99,14% | 99,14% |
09/08/2024 | 2,06% | 0,74 CHF | 0,75 CHF | 120 000 | 120 000 | 53 581 | 53 581 | 40 086 CHF | 40 782 CHF | 99,87% | 99,87% |
08/08/2024 | 1,86% | 0,76 CHF | 0,77 CHF | 120 000 | 120 000 | 54 988 | 54 988 | 44 130 CHF | 44 849 CHF | 99,86% | 99,86% |
07/08/2024 | 2,00% | 0,78 CHF | 0,79 CHF | 122 000 | 122 000 | 53 539 | 53 539 | 41 302 CHF | 42 007 CHF | 99,54% | 99,54% |
06/08/2024 | 2,09% | 0,79 CHF | 0,80 CHF | 124 000 | 124 000 | 55 402 | 55 402 | 43 877 CHF | 44 639 CHF | 99,90% | 99,90% |
02/08/2024 | 2,55% | 0,75 CHF | 0,76 CHF | 120 000 | 120 000 | 51 131 | 51 131 | 33 470 CHF | 34 136 CHF | 99,48% | 99,48% |
30/07/2024 | 3,01% | 0,45 CHF | 0,46 CHF | 102 000 | 102 000 | 47 112 | 47 112 | 22 930 CHF | 23 545 CHF | 99,99% | 99,99% |