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 | 5,18% | 0,17 CHF | 0,18 CHF | 103 000 | 103 000 | 104 154 | 104 154 | 19 666 CHF | 20 708 CHF | 100,00% | 100,00% |
14/08/2024 | 4,99% | 0,19 CHF | 0,20 CHF | 104 000 | 104 000 | 104 418 | 104 418 | 20 479 CHF | 21 523 CHF | 99,72% | 99,72% |
13/08/2024 | 3,43% | 0,25 CHF | 0,26 CHF | 107 000 | 107 000 | 107 875 | 107 875 | 31 055 CHF | 32 134 CHF | 100,00% | 100,00% |
12/08/2024 | 3,80% | 0,29 CHF | 0,30 CHF | 108 000 | 108 000 | 106 873 | 106 873 | 27 709 CHF | 28 777 CHF | 98,69% | 98,69% |
09/08/2024 | 4,19% | 0,24 CHF | 0,25 CHF | 106 000 | 106 000 | 105 830 | 105 830 | 24 782 CHF | 25 840 CHF | 99,99% | 99,99% |
08/08/2024 | 3,55% | 0,25 CHF | 0,26 CHF | 106 000 | 106 000 | 107 508 | 107 508 | 29 957 CHF | 31 032 CHF | 99,98% | 99,98% |
07/08/2024 | 3,61% | 0,24 CHF | 0,25 CHF | 106 000 | 106 000 | 107 356 | 107 356 | 29 467 CHF | 30 541 CHF | 99,98% | 99,98% |
06/08/2024 | 2,68% | 0,34 CHF | 0,35 CHF | 110 000 | 110 000 | 111 108 | 111 108 | 40 921 CHF | 42 032 CHF | 99,98% | 99,98% |
02/08/2024 | 2,25% | 0,46 CHF | 0,47 CHF | 115 000 | 115 000 | 114 066 | 114 066 | 50 174 CHF | 51 314 CHF | 99,90% | 99,90% |
31/07/2024 | 2,58% | 0,39 CHF | 0,40 CHF | 112 000 | 112 000 | 111 627 | 111 627 | 42 716 CHF | 43 832 CHF | 41,06% | 41,06% |