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 | 2,14% | 0,51 CHF | 0,52 CHF | 112 000 | 112 000 | 114 987 | 114 987 | 53 227 CHF | 54 377 CHF | 100,00% | 100,00% |
14/08/2024 | 2,33% | 0,44 CHF | 0,45 CHF | 116 000 | 116 000 | 117 772 | 117 772 | 49 889 CHF | 51 067 CHF | 99,69% | 99,69% |
13/08/2024 | 2,47% | 0,43 CHF | 0,44 CHF | 118 000 | 118 000 | 119 652 | 119 652 | 47 796 CHF | 48 993 CHF | 99,73% | 99,73% |
12/08/2024 | 2,54% | 0,40 CHF | 0,41 CHF | 120 000 | 120 000 | 120 033 | 120 033 | 46 768 CHF | 47 968 CHF | 99,05% | 99,05% |
09/08/2024 | 2,56% | 0,38 CHF | 0,39 CHF | 122 000 | 122 000 | 121 083 | 121 083 | 46 626 CHF | 47 837 CHF | 100,00% | 100,00% |
08/08/2024 | 2,62% | 0,38 CHF | 0,39 CHF | 122 000 | 122 000 | 123 110 | 123 110 | 46 315 CHF | 47 546 CHF | 99,98% | 99,98% |
07/08/2024 | 2,62% | 0,40 CHF | 0,41 CHF | 120 000 | 120 000 | 122 460 | 122 460 | 46 240 CHF | 47 464 CHF | 99,99% | 99,99% |
06/08/2024 | 2,77% | 0,35 CHF | 0,36 CHF | 126 000 | 126 000 | 125 248 | 125 248 | 44 653 CHF | 45 906 CHF | 99,99% | 99,99% |
02/08/2024 | 2,26% | 0,42 CHF | 0,43 CHF | 120 000 | 120 000 | 118 163 | 118 163 | 51 710 CHF | 52 891 CHF | 100,00% | 100,00% |
30/07/2024 | 2,19% | 0,47 CHF | 0,48 CHF | 114 000 | 114 000 | 115 573 | 115 573 | 52 119 CHF | 53 275 CHF | 99,99% | 99,99% |