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 | 5,31% | 0,19 CHF | 0,20 CHF | 47 000 | 47 000 | 47 013 | 47 013 | 8 621 CHF | 9 091 CHF | 100,00% | 100,00% |
14/08/2024 | 4,89% | 0,19 CHF | 0,20 CHF | 47 000 | 47 000 | 47 815 | 47 815 | 9 560 CHF | 10 038 CHF | 99,26% | 99,26% |
13/08/2024 | 4,71% | 0,21 CHF | 0,22 CHF | 48 000 | 48 000 | 47 995 | 47 995 | 9 965 CHF | 10 445 CHF | 99,99% | 99,99% |
12/08/2024 | 4,87% | 0,21 CHF | 0,22 CHF | 48 000 | 48 000 | 47 921 | 47 921 | 9 603 CHF | 10 082 CHF | 98,84% | 98,84% |
09/08/2024 | 4,50% | 0,21 CHF | 0,22 CHF | 48 000 | 48 000 | 48 000 | 48 000 | 10 430 CHF | 10 910 CHF | 100,00% | 100,00% |
08/08/2024 | 3,84% | 0,23 CHF | 0,24 CHF | 48 000 | 48 000 | 48 577 | 48 577 | 12 470 CHF | 12 955 CHF | 99,98% | 99,98% |
07/08/2024 | 3,61% | 0,25 CHF | 0,26 CHF | 48 000 | 48 000 | 48 758 | 48 758 | 13 281 CHF | 13 768 CHF | 100,00% | 100,00% |
06/08/2024 | 3,14% | 0,31 CHF | 0,32 CHF | 49 000 | 49 000 | 49 052 | 49 052 | 15 379 CHF | 15 870 CHF | 100,00% | 100,00% |
02/08/2024 | 3,54% | 0,29 CHF | 0,30 CHF | 49 000 | 49 000 | 49 000 | 49 000 | 13 599 CHF | 14 089 CHF | 99,99% | 99,99% |
31/07/2024 | 4,68% | 0,21 CHF | 0,22 CHF | 48 000 | 48 000 | 47 881 | 47 881 | 10 006 CHF | 10 485 CHF | 36,44% | 36,44% |