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 | 2,03% | 0,79 CHF | 0,80 CHF | 148 000 | 148 000 | 66 885 | 66 885 | 51 655 CHF | 52 527 CHF | 99,90% | 99,90% |
14/08/2024 | 2,09% | 0,73 CHF | 0,74 CHF | 151 000 | 151 000 | 68 094 | 68 094 | 49 503 CHF | 50 386 CHF | 99,27% | 99,27% |
13/08/2024 | 2,14% | 0,71 CHF | 0,72 CHF | 152 000 | 152 000 | 68 004 | 68 004 | 48 567 CHF | 49 451 CHF | 100,00% | 100,00% |
12/08/2024 | 2,13% | 0,72 CHF | 0,73 CHF | 151 000 | 151 000 | 68 019 | 68 019 | 48 554 CHF | 49 437 CHF | 99,23% | 99,23% |
09/08/2024 | 2,15% | 0,71 CHF | 0,72 CHF | 152 000 | 152 000 | 67 958 | 67 958 | 48 172 CHF | 49 055 CHF | 99,75% | 99,75% |
08/08/2024 | 2,34% | 0,68 CHF | 0,69 CHF | 153 000 | 153 000 | 69 084 | 69 084 | 46 282 CHF | 47 182 CHF | 99,75% | 99,75% |
07/08/2024 | 2,27% | 0,71 CHF | 0,72 CHF | 152 000 | 152 000 | 68 685 | 68 685 | 47 014 CHF | 47 910 CHF | 99,58% | 99,58% |
06/08/2024 | 2,76% | 0,67 CHF | 0,68 CHF | 155 000 | 155 000 | 70 805 | 70 805 | 43 830 CHF | 44 805 CHF | 99,61% | 99,61% |
02/08/2024 | 2,07% | 0,74 CHF | 0,75 CHF | 152 000 | 152 000 | 67 386 | 67 386 | 51 276 CHF | 52 151 CHF | 98,55% | 98,55% |
30/07/2024 | 2,48% | 0,64 CHF | 0,65 CHF | 152 000 | 152 000 | 68 842 | 68 842 | 43 004 CHF | 43 901 CHF | 99,94% | 99,94% |