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 | 2,89% | 0,40 CHF | 0,41 CHF | 128 000 | 128 000 | 128 867 | 128 867 | 44 353 CHF | 45 642 CHF | 100,00% | 100,00% |
14/08/2024 | 3,09% | 0,31 CHF | 0,32 CHF | 132 000 | 132 000 | 130 432 | 130 432 | 41 545 CHF | 42 850 CHF | 99,68% | 99,68% |
13/08/2024 | 3,67% | 0,27 CHF | 0,28 CHF | 134 000 | 134 000 | 133 294 | 133 294 | 35 715 CHF | 37 048 CHF | 99,74% | 99,74% |
12/08/2024 | 3,52% | 0,26 CHF | 0,27 CHF | 134 000 | 134 000 | 131 998 | 131 998 | 36 942 CHF | 38 262 CHF | 99,23% | 99,23% |
09/08/2024 | 3,12% | 0,30 CHF | 0,31 CHF | 132 000 | 132 000 | 131 552 | 131 552 | 41 588 CHF | 42 903 CHF | 100,00% | 100,00% |
08/08/2024 | 3,32% | 0,30 CHF | 0,31 CHF | 132 000 | 132 000 | 133 176 | 133 176 | 39 429 CHF | 40 761 CHF | 99,98% | 99,98% |
07/08/2024 | 2,85% | 0,33 CHF | 0,34 CHF | 132 000 | 132 000 | 131 379 | 131 379 | 45 451 CHF | 46 765 CHF | 99,98% | 99,98% |
06/08/2024 | 3,31% | 0,29 CHF | 0,30 CHF | 134 000 | 134 000 | 133 851 | 133 851 | 39 901 CHF | 41 240 CHF | 99,96% | 99,96% |
02/08/2024 | 2,28% | 0,41 CHF | 0,42 CHF | 130 000 | 130 000 | 128 143 | 128 143 | 55 528 CHF | 56 809 CHF | 99,93% | 99,93% |
30/07/2024 | 1,53% | 0,64 CHF | 0,65 CHF | 120 000 | 120 000 | 119 506 | 119 506 | 77 508 CHF | 78 703 CHF | 100,00% | 100,00% |