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 | 2,46% | 0,68 CHF | 0,69 CHF | 165 000 | 165 000 | 75 251 | 75 251 | 48 326 CHF | 49 309 CHF | 99,89% | 99,89% |
14/08/2024 | 2,51% | 0,60 CHF | 0,61 CHF | 170 000 | 170 000 | 76 623 | 76 623 | 46 269 CHF | 47 264 CHF | 99,24% | 99,24% |
13/08/2024 | 2,87% | 0,55 CHF | 0,56 CHF | 175 000 | 175 000 | 78 415 | 78 415 | 41 434 CHF | 42 454 CHF | 100,00% | 100,00% |
12/08/2024 | 2,55% | 0,55 CHF | 0,56 CHF | 175 000 | 175 000 | 77 260 | 77 260 | 45 134 CHF | 46 137 CHF | 99,03% | 99,03% |
09/08/2024 | 2,48% | 0,59 CHF | 0,60 CHF | 175 000 | 175 000 | 76 637 | 76 637 | 46 711 CHF | 47 708 CHF | 99,88% | 99,88% |
08/08/2024 | 2,90% | 0,59 CHF | 0,60 CHF | 175 000 | 175 000 | 78 720 | 78 720 | 43 241 CHF | 44 268 CHF | 99,96% | 99,96% |
07/08/2024 | 2,64% | 0,58 CHF | 0,59 CHF | 175 000 | 175 000 | 78 411 | 78 411 | 45 381 CHF | 46 401 CHF | 99,99% | 99,99% |
06/08/2024 | 2,76% | 0,54 CHF | 0,55 CHF | 180 000 | 180 000 | 78 341 | 78 341 | 45 795 CHF | 46 873 CHF | 99,93% | 99,93% |
02/08/2024 | 2,08% | 0,59 CHF | 0,60 CHF | 175 000 | 175 000 | 74 304 | 74 304 | 51 249 CHF | 52 207 CHF | 99,89% | 99,89% |
30/07/2024 | 1,64% | 0,96 CHF | 0,97 CHF | 150 000 | 150 000 | 67 333 | 67 333 | 63 372 CHF | 64 249 CHF | 99,88% | 99,88% |