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 | 2,79% | 0,38 CHF | 0,39 CHF | 275 000 | 275 000 | 277 259 | 277 259 | 98 144 CHF | 100 917 CHF | 100,00% | 100,00% |
14/08/2024 | 2,86% | 0,34 CHF | 0,35 CHF | 285 000 | 285 000 | 279 547 | 279 547 | 96 477 CHF | 99 272 CHF | 99,69% | 99,69% |
13/08/2024 | 2,96% | 0,33 CHF | 0,34 CHF | 285 000 | 285 000 | 283 669 | 283 669 | 94 363 CHF | 97 199 CHF | 99,73% | 99,73% |
12/08/2024 | 2,82% | 0,34 CHF | 0,35 CHF | 280 000 | 280 000 | 278 955 | 278 955 | 97 574 CHF | 100 365 CHF | 99,30% | 99,30% |
09/08/2024 | 2,70% | 0,36 CHF | 0,37 CHF | 280 000 | 280 000 | 278 844 | 278 844 | 101 873 CHF | 104 661 CHF | 100,00% | 100,00% |
08/08/2024 | 2,82% | 0,35 CHF | 0,36 CHF | 280 000 | 280 000 | 283 126 | 283 126 | 98 940 CHF | 101 771 CHF | 99,99% | 99,99% |
07/08/2024 | 2,63% | 0,37 CHF | 0,38 CHF | 280 000 | 280 000 | 279 414 | 279 414 | 104 805 CHF | 107 599 CHF | 99,98% | 99,98% |
06/08/2024 | 2,92% | 0,34 CHF | 0,35 CHF | 290 000 | 290 000 | 287 322 | 287 322 | 96 916 CHF | 99 789 CHF | 100,00% | 100,00% |
02/08/2024 | 2,36% | 0,40 CHF | 0,41 CHF | 275 000 | 275 000 | 269 497 | 269 497 | 114 006 CHF | 116 703 CHF | 99,97% | 99,97% |
30/07/2024 | 1,77% | 0,56 CHF | 0,57 CHF | 250 000 | 250 000 | 248 972 | 248 972 | 139 729 CHF | 142 218 CHF | 100,00% | 100,00% |