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 | 1,98% | 0,53 CHF | 0,54 CHF | 105 000 | 105 000 | 105 000 | 105 000 | 52 596 CHF | 53 646 CHF | 99,98% | 99,98% |
14/08/2024 | 2,26% | 0,46 CHF | 0,47 CHF | 105 000 | 105 000 | 105 911 | 105 911 | 46 415 CHF | 47 474 CHF | 99,68% | 99,68% |
13/08/2024 | 2,11% | 0,47 CHF | 0,48 CHF | 105 000 | 105 000 | 105 011 | 105 011 | 49 320 CHF | 50 370 CHF | 99,74% | 99,74% |
12/08/2024 | 1,85% | 0,54 CHF | 0,55 CHF | 105 000 | 105 000 | 104 945 | 104 945 | 56 342 CHF | 57 392 CHF | 99,23% | 99,23% |
09/08/2024 | 1,83% | 0,53 CHF | 0,54 CHF | 105 000 | 105 000 | 105 000 | 105 000 | 57 092 CHF | 58 142 CHF | 100,00% | 100,00% |
08/08/2024 | 2,07% | 0,51 CHF | 0,52 CHF | 105 000 | 105 000 | 107 211 | 107 211 | 51 341 CHF | 52 413 CHF | 99,94% | 99,94% |
07/08/2024 | 2,00% | 0,52 CHF | 0,53 CHF | 105 000 | 105 000 | 106 165 | 106 165 | 52 544 CHF | 53 605 CHF | 99,98% | 99,98% |
06/08/2024 | 2,38% | 0,43 CHF | 0,44 CHF | 110 000 | 110 000 | 110 000 | 110 000 | 45 708 CHF | 46 808 CHF | 99,92% | 99,92% |
02/08/2024 | 2,21% | 0,39 CHF | 0,40 CHF | 110 000 | 110 000 | 108 172 | 108 172 | 48 538 CHF | 49 620 CHF | 99,88% | 99,88% |
30/07/2024 | 1,55% | 0,65 CHF | 0,66 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 64 080 CHF | 65 080 CHF | 100,00% | 100,00% |