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 | 3,21% | 0,53 CHF | 0,54 CHF | 165 000 | 165 000 | 75 245 | 75 245 | 37 147 CHF | 38 130 CHF | 99,88% | 99,88% |
14/08/2024 | 3,29% | 0,45 CHF | 0,46 CHF | 170 000 | 170 000 | 76 637 | 76 637 | 34 997 CHF | 35 992 CHF | 99,27% | 99,27% |
13/08/2024 | 3,93% | 0,40 CHF | 0,41 CHF | 175 000 | 175 000 | 78 452 | 78 452 | 29 936 CHF | 30 956 CHF | 100,00% | 100,00% |
12/08/2024 | 3,37% | 0,41 CHF | 0,42 CHF | 175 000 | 175 000 | 77 267 | 77 267 | 33 717 CHF | 34 720 CHF | 99,03% | 99,03% |
09/08/2024 | 3,25% | 0,44 CHF | 0,45 CHF | 175 000 | 175 000 | 76 636 | 76 636 | 35 369 CHF | 36 366 CHF | 99,88% | 99,88% |
08/08/2024 | 3,97% | 0,44 CHF | 0,45 CHF | 175 000 | 175 000 | 78 752 | 78 752 | 31 784 CHF | 32 811 CHF | 99,99% | 99,99% |
07/08/2024 | 3,52% | 0,43 CHF | 0,44 CHF | 175 000 | 175 000 | 78 426 | 78 426 | 33 924 CHF | 34 943 CHF | 100,00% | 100,00% |
06/08/2024 | 3,63% | 0,39 CHF | 0,40 CHF | 180 000 | 180 000 | 78 332 | 78 332 | 34 423 CHF | 35 501 CHF | 99,92% | 99,92% |
02/08/2024 | 2,60% | 0,44 CHF | 0,45 CHF | 175 000 | 175 000 | 74 282 | 74 282 | 40 300 CHF | 41 258 CHF | 99,87% | 99,87% |
30/07/2024 | 1,95% | 0,81 CHF | 0,82 CHF | 150 000 | 150 000 | 67 334 | 67 334 | 53 258 CHF | 54 135 CHF | 99,89% | 99,89% |