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 | 7,83% | 0,14 CHF | 0,14 CHF | 148 000 | 148 000 | 150 078 | 150 078 | 18 493 CHF | 19 994 CHF | 100,00% | 100,00% |
14/08/2024 | 7,37% | 0,13 CHF | 0,14 CHF | 152 000 | 152 000 | 150 344 | 150 344 | 19 676 CHF | 21 179 CHF | 99,27% | 99,27% |
13/08/2024 | 8,30% | 0,12 CHF | 0,13 CHF | 152 000 | 152 000 | 151 583 | 151 583 | 17 548 CHF | 19 064 CHF | 100,00% | 100,00% |
12/08/2024 | 7,18% | 0,13 CHF | 0,14 CHF | 152 000 | 152 000 | 151 295 | 151 295 | 20 342 CHF | 21 855 CHF | 99,90% | 99,90% |
09/08/2024 | 6,68% | 0,14 CHF | 0,15 CHF | 152 000 | 152 000 | 150 001 | 150 001 | 21 752 CHF | 23 252 CHF | 99,98% | 99,98% |
08/08/2024 | 7,22% | 0,13 CHF | 0,14 CHF | 152 000 | 152 000 | 151 373 | 151 373 | 20 215 CHF | 21 729 CHF | 99,98% | 99,98% |
07/08/2024 | 6,39% | 0,16 CHF | 0,17 CHF | 148 000 | 148 000 | 149 228 | 149 228 | 22 622 CHF | 24 115 CHF | 99,97% | 99,97% |
06/08/2024 | 6,78% | 0,15 CHF | 0,16 CHF | 152 000 | 152 000 | 151 325 | 151 325 | 21 588 CHF | 23 102 CHF | 99,93% | 99,93% |
02/08/2024 | 7,12% | 0,13 CHF | 0,14 CHF | 152 000 | 152 000 | 151 460 | 151 460 | 20 592 CHF | 22 107 CHF | 99,91% | 99,91% |
30/07/2024 | 4,69% | 0,22 CHF | 0,23 CHF | 140 000 | 140 000 | 141 209 | 141 209 | 29 407 CHF | 30 819 CHF | 100,00% | 100,00% |