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% | 0,66 CHF | 0,67 CHF | 165 000 | 165 000 | 75 254 | 75 254 | 46 569 CHF | 47 552 CHF | 99,89% | 99,89% |
14/08/2024 | 2,60% | 0,58 CHF | 0,59 CHF | 170 000 | 170 000 | 76 633 | 76 633 | 44 522 CHF | 45 517 CHF | 99,25% | 99,25% |
13/08/2024 | 3,00% | 0,53 CHF | 0,54 CHF | 175 000 | 175 000 | 78 451 | 78 451 | 39 700 CHF | 40 720 CHF | 100,00% | 100,00% |
12/08/2024 | 2,64% | 0,53 CHF | 0,54 CHF | 175 000 | 175 000 | 77 283 | 77 283 | 43 409 CHF | 44 412 CHF | 99,03% | 99,03% |
09/08/2024 | 2,57% | 0,57 CHF | 0,58 CHF | 175 000 | 175 000 | 76 648 | 76 648 | 44 993 CHF | 45 990 CHF | 99,89% | 99,89% |
08/08/2024 | 3,02% | 0,56 CHF | 0,57 CHF | 175 000 | 175 000 | 78 729 | 78 729 | 41 515 CHF | 42 542 CHF | 99,97% | 99,97% |
07/08/2024 | 2,75% | 0,56 CHF | 0,57 CHF | 175 000 | 175 000 | 78 429 | 78 429 | 43 676 CHF | 44 696 CHF | 100,00% | 100,00% |
06/08/2024 | 2,87% | 0,52 CHF | 0,53 CHF | 180 000 | 180 000 | 78 327 | 78 327 | 44 017 CHF | 45 095 CHF | 99,91% | 99,91% |
02/08/2024 | 2,15% | 0,57 CHF | 0,58 CHF | 175 000 | 175 000 | 74 269 | 74 269 | 49 506 CHF | 50 464 CHF | 99,85% | 99,85% |
30/07/2024 | 1,68% | 0,93 CHF | 0,94 CHF | 150 000 | 150 000 | 67 342 | 67 342 | 61 700 CHF | 62 577 CHF | 99,89% | 99,89% |