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 | 3,97% | 0,30 CHF | 0,31 CHF | 128 000 | 128 000 | 128 866 | 128 866 | 32 343 CHF | 33 631 CHF | 99,99% | 99,99% |
14/08/2024 | 4,34% | 0,22 CHF | 0,23 CHF | 132 000 | 132 000 | 130 432 | 130 432 | 29 435 CHF | 30 740 CHF | 99,68% | 99,68% |
13/08/2024 | 5,51% | 0,18 CHF | 0,19 CHF | 134 000 | 134 000 | 133 294 | 133 294 | 23 561 CHF | 24 894 CHF | 99,74% | 99,74% |
12/08/2024 | 5,20% | 0,17 CHF | 0,18 CHF | 134 000 | 134 000 | 131 998 | 131 998 | 24 875 CHF | 26 196 CHF | 99,19% | 99,19% |
09/08/2024 | 4,40% | 0,21 CHF | 0,22 CHF | 132 000 | 132 000 | 131 552 | 131 552 | 29 390 CHF | 30 705 CHF | 100,00% | 100,00% |
08/08/2024 | 4,78% | 0,21 CHF | 0,22 CHF | 132 000 | 132 000 | 133 175 | 133 175 | 27 223 CHF | 28 555 CHF | 99,93% | 99,93% |
07/08/2024 | 3,87% | 0,24 CHF | 0,25 CHF | 132 000 | 132 000 | 131 378 | 131 378 | 33 335 CHF | 34 649 CHF | 99,98% | 99,98% |
06/08/2024 | 4,70% | 0,21 CHF | 0,22 CHF | 134 000 | 134 000 | 133 848 | 133 848 | 27 922 CHF | 29 261 CHF | 99,83% | 99,83% |
02/08/2024 | 2,89% | 0,32 CHF | 0,33 CHF | 130 000 | 130 000 | 128 143 | 128 143 | 43 782 CHF | 45 064 CHF | 99,86% | 99,86% |
30/07/2024 | 1,79% | 0,55 CHF | 0,56 CHF | 120 000 | 120 000 | 119 506 | 119 506 | 66 369 CHF | 67 564 CHF | 100,00% | 100,00% |