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 | 1,82% | 0,57 CHF | 0,58 CHF | 120 000 | 120 000 | 66 077 | 66 077 | 37 144 CHF | 37 807 CHF | 99,89% | 99,89% |
14/08/2024 | 1,81% | 0,58 CHF | 0,59 CHF | 120 000 | 120 000 | 65 859 | 65 859 | 37 332 CHF | 37 995 CHF | 99,13% | 99,13% |
13/08/2024 | 1,75% | 0,55 CHF | 0,56 CHF | 120 000 | 120 000 | 46 192 | 46 192 | 26 402 CHF | 26 865 CHF | 99,52% | 99,52% |
12/08/2024 | 1,55% | 0,60 CHF | 0,61 CHF | 120 000 | 120 000 | 55 810 | 55 810 | 36 357 CHF | 36 919 CHF | 98,35% | 98,35% |
09/08/2024 | 1,43% | 0,71 CHF | 0,72 CHF | 130 000 | 130 000 | 70 925 | 70 925 | 50 274 CHF | 50 985 CHF | 98,38% | 98,38% |
08/08/2024 | 1,38% | 0,73 CHF | 0,74 CHF | 130 000 | 130 000 | 74 442 | 74 442 | 54 754 CHF | 55 500 CHF | 99,97% | 99,97% |
07/08/2024 | 1,45% | 0,71 CHF | 0,72 CHF | 130 000 | 130 000 | 71 786 | 71 786 | 50 193 CHF | 50 912 CHF | 99,05% | 99,05% |
06/08/2024 | 1,42% | 0,71 CHF | 0,72 CHF | 140 000 | 140 000 | 74 256 | 74 256 | 52 761 CHF | 53 505 CHF | 99,98% | 99,98% |
02/08/2024 | 1,62% | 0,68 CHF | 0,69 CHF | 130 000 | 130 000 | 66 741 | 66 741 | 41 965 CHF | 42 634 CHF | 99,99% | 99,99% |
30/07/2024 | 1,52% | 0,67 CHF | 0,68 CHF | 130 000 | 130 000 | 70 116 | 70 116 | 46 799 CHF | 47 502 CHF | 99,89% | 99,89% |