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 | 1,86% | 0,62 CHF | 0,63 CHF | 220 000 | 220 000 | 107 485 | 107 485 | 70 718 CHF | 71 806 CHF | 57,07% | 97,73% |
14/08/2024 | - | 0,63 CHF | - CHF | 220 000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 99,02% |
13/08/2024 | 1,50% | 0,69 CHF | 0,70 CHF | 220 000 | 220 000 | 99 641 | 99 641 | 68 624 CHF | 69 623 CHF | 54,35% | 100,00% |
12/08/2024 | 1,49% | 0,70 CHF | 0,71 CHF | 220 000 | 220 000 | 98 224 | 98 224 | 67 522 CHF | 68 507 CHF | 99,90% | 99,90% |
09/08/2024 | 1,56% | 0,65 CHF | 0,66 CHF | 220 000 | 220 000 | 98 359 | 98 359 | 63 252 CHF | 64 238 CHF | 99,88% | 99,88% |
08/08/2024 | 1,68% | 0,65 CHF | 0,66 CHF | 220 000 | 220 000 | 98 120 | 98 120 | 60 481 CHF | 61 464 CHF | 100,00% | 100,00% |
07/08/2024 | 1,71% | 0,57 CHF | 0,58 CHF | 220 000 | 220 000 | 97 694 | 97 694 | 57 346 CHF | 58 325 CHF | 99,99% | 99,99% |
06/08/2024 | 1,93% | 0,57 CHF | 0,58 CHF | 220 000 | 220 000 | 98 377 | 98 377 | 52 388 CHF | 53 374 CHF | 99,92% | 99,92% |
02/08/2024 | 1,94% | 0,48 CHF | 0,49 CHF | 220 000 | 220 000 | 98 455 | 98 455 | 50 460 CHF | 51 447 CHF | 99,70% | 99,70% |
30/07/2024 | 1,69% | 0,60 CHF | 0,61 CHF | 220 000 | 220 000 | 98 413 | 98 413 | 59 121 CHF | 60 107 CHF | 100,00% | 100,00% |