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 | 2,03% | 0,82 CHF | 0,83 CHF | 165 000 | 165 000 | 75 251 | 75 251 | 58 323 CHF | 59 306 CHF | 99,89% | 99,89% |
14/08/2024 | 2,06% | 0,73 CHF | 0,74 CHF | 170 000 | 170 000 | 76 627 | 76 627 | 56 442 CHF | 57 438 CHF | 99,27% | 99,27% |
13/08/2024 | 2,30% | 0,68 CHF | 0,69 CHF | 175 000 | 175 000 | 78 451 | 78 451 | 52 003 CHF | 53 023 CHF | 100,00% | 100,00% |
12/08/2024 | 2,09% | 0,69 CHF | 0,70 CHF | 175 000 | 175 000 | 77 265 | 77 265 | 55 479 CHF | 56 482 CHF | 99,05% | 99,05% |
09/08/2024 | 2,05% | 0,72 CHF | 0,73 CHF | 175 000 | 175 000 | 76 637 | 76 637 | 56 805 CHF | 57 802 CHF | 99,88% | 99,88% |
08/08/2024 | 2,32% | 0,72 CHF | 0,73 CHF | 175 000 | 175 000 | 78 710 | 78 710 | 53 753 CHF | 54 780 CHF | 99,95% | 99,95% |
07/08/2024 | 2,16% | 0,71 CHF | 0,72 CHF | 175 000 | 175 000 | 78 418 | 78 418 | 55 812 CHF | 56 831 CHF | 99,99% | 99,99% |
06/08/2024 | 2,28% | 0,67 CHF | 0,68 CHF | 180 000 | 180 000 | 78 335 | 78 335 | 56 053 CHF | 57 131 CHF | 99,92% | 99,92% |
02/08/2024 | 1,77% | 0,72 CHF | 0,73 CHF | 175 000 | 175 000 | 74 274 | 74 274 | 61 037 CHF | 61 995 CHF | 99,86% | 99,86% |
30/07/2024 | 1,44% | 1,09 CHF | 1,10 CHF | 150 000 | 150 000 | 67 340 | 67 340 | 72 379 CHF | 73 256 CHF | 99,89% | 99,89% |