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 | 3,16% | 0,33 CHF | 0,34 CHF | 120 000 | 120 000 | 66 070 | 66 070 | 21 361 CHF | 22 023 CHF | 99,88% | 99,88% |
14/08/2024 | 3,11% | 0,34 CHF | 0,35 CHF | 120 000 | 120 000 | 65 859 | 65 859 | 21 762 CHF | 22 425 CHF | 99,14% | 99,14% |
13/08/2024 | 2,95% | 0,32 CHF | 0,33 CHF | 120 000 | 120 000 | 46 199 | 46 199 | 15 443 CHF | 15 907 CHF | 99,52% | 99,52% |
12/08/2024 | 2,40% | 0,36 CHF | 0,37 CHF | 120 000 | 120 000 | 55 804 | 55 804 | 23 056 CHF | 23 618 CHF | 98,38% | 98,38% |
09/08/2024 | 2,14% | 0,47 CHF | 0,48 CHF | 130 000 | 130 000 | 70 925 | 70 925 | 33 484 CHF | 34 195 CHF | 98,39% | 98,39% |
08/08/2024 | 2,01% | 0,49 CHF | 0,50 CHF | 130 000 | 130 000 | 74 438 | 74 438 | 37 234 CHF | 37 980 CHF | 99,95% | 99,95% |
07/08/2024 | 2,20% | 0,48 CHF | 0,49 CHF | 130 000 | 130 000 | 71 807 | 71 807 | 33 161 CHF | 33 881 CHF | 99,08% | 99,08% |
06/08/2024 | 2,10% | 0,48 CHF | 0,49 CHF | 140 000 | 140 000 | 74 260 | 74 260 | 35 437 CHF | 36 181 CHF | 99,98% | 99,98% |
02/08/2024 | 2,60% | 0,45 CHF | 0,46 CHF | 130 000 | 130 000 | 66 730 | 66 730 | 26 183 CHF | 26 852 CHF | 99,97% | 99,97% |
30/07/2024 | 2,36% | 0,43 CHF | 0,44 CHF | 130 000 | 130 000 | 70 117 | 70 117 | 29 837 CHF | 30 540 CHF | 99,89% | 99,89% |