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 | 2,55% | 0,37 CHF | 0,38 CHF | 103 000 | 103 000 | 104 153 | 104 153 | 40 303 CHF | 41 345 CHF | 100,00% | 100,00% |
14/08/2024 | 2,51% | 0,38 CHF | 0,39 CHF | 104 000 | 104 000 | 104 419 | 104 419 | 41 142 CHF | 42 187 CHF | 99,72% | 99,72% |
13/08/2024 | 2,04% | 0,45 CHF | 0,46 CHF | 107 000 | 107 000 | 107 875 | 107 875 | 52 416 CHF | 53 495 CHF | 100,00% | 100,00% |
12/08/2024 | 2,17% | 0,48 CHF | 0,49 CHF | 108 000 | 108 000 | 106 872 | 106 872 | 48 881 CHF | 49 950 CHF | 98,80% | 98,80% |
09/08/2024 | 2,29% | 0,44 CHF | 0,45 CHF | 106 000 | 106 000 | 105 831 | 105 831 | 45 751 CHF | 46 809 CHF | 100,00% | 100,00% |
08/08/2024 | 2,08% | 0,45 CHF | 0,46 CHF | 106 000 | 106 000 | 107 508 | 107 508 | 51 250 CHF | 52 325 CHF | 99,97% | 99,97% |
07/08/2024 | 2,10% | 0,44 CHF | 0,45 CHF | 106 000 | 106 000 | 107 356 | 107 356 | 50 750 CHF | 51 823 CHF | 99,99% | 99,99% |
06/08/2024 | 1,75% | 0,54 CHF | 0,55 CHF | 110 000 | 110 000 | 111 108 | 111 108 | 62 908 CHF | 64 019 CHF | 99,95% | 99,95% |
02/08/2024 | 1,56% | 0,66 CHF | 0,67 CHF | 115 000 | 115 000 | 114 066 | 114 066 | 72 725 CHF | 73 866 CHF | 99,95% | 99,95% |
31/07/2024 | 1,71% | 0,58 CHF | 0,59 CHF | 112 000 | 112 000 | 111 627 | 111 627 | 64 738 CHF | 65 855 CHF | 41,06% | 41,06% |