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 | 2,33% | 0,45 CHF | 0,46 CHF | 60 000 | 60 000 | 33 034 | 33 034 | 14 640 CHF | 14 971 CHF | 99,87% | 99,87% |
14/08/2024 | 2,27% | 0,48 CHF | 0,49 CHF | 60 000 | 60 000 | 32 927 | 32 927 | 15 026 CHF | 15 358 CHF | 99,12% | 99,12% |
13/08/2024 | 2,11% | 0,43 CHF | 0,44 CHF | 60 000 | 60 000 | 23 099 | 23 099 | 10 707 CHF | 10 939 CHF | 99,52% | 99,52% |
12/08/2024 | 1,60% | 0,51 CHF | 0,52 CHF | 60 000 | 60 000 | 28 012 | 28 012 | 17 366 CHF | 17 648 CHF | 98,41% | 98,41% |
09/08/2024 | 1,38% | 0,75 CHF | 0,76 CHF | 65 000 | 65 000 | 35 570 | 35 570 | 26 332 CHF | 26 689 CHF | 98,38% | 98,38% |
08/08/2024 | 1,27% | 0,79 CHF | 0,80 CHF | 65 000 | 65 000 | 37 219 | 37 219 | 29 700 CHF | 30 073 CHF | 99,96% | 99,96% |
07/08/2024 | 1,41% | 0,75 CHF | 0,76 CHF | 65 000 | 65 000 | 36 015 | 36 015 | 26 024 CHF | 26 385 CHF | 99,05% | 99,05% |
06/08/2024 | 1,33% | 0,75 CHF | 0,76 CHF | 70 000 | 70 000 | 37 115 | 37 115 | 28 003 CHF | 28 375 CHF | 99,93% | 99,93% |
02/08/2024 | 1,78% | 0,70 CHF | 0,71 CHF | 65 000 | 65 000 | 33 383 | 33 383 | 19 327 CHF | 19 662 CHF | 99,88% | 99,88% |
30/07/2024 | 1,58% | 0,65 CHF | 0,66 CHF | 65 000 | 65 000 | 35 178 | 35 178 | 22 531 CHF | 22 883 CHF | 99,89% | 99,89% |