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 | 3,29% | 0,38 CHF | 0,39 CHF | 194 000 | 194 000 | 88 463 | 88 463 | 28 622 CHF | 29 508 CHF | 99,90% | 99,90% |
14/08/2024 | 3,81% | 0,26 CHF | 0,27 CHF | 200 000 | 200 000 | 88 423 | 88 423 | 23 256 CHF | 24 142 CHF | 99,44% | 99,44% |
13/08/2024 | 3,64% | 0,26 CHF | 0,27 CHF | 200 000 | 200 000 | 89 490 | 89 490 | 24 116 CHF | 25 013 CHF | 99,98% | 99,98% |
12/08/2024 | 3,48% | 0,28 CHF | 0,29 CHF | 200 000 | 200 000 | 89 428 | 89 428 | 25 315 CHF | 26 212 CHF | 98,98% | 98,98% |
09/08/2024 | 3,69% | 0,24 CHF | 0,25 CHF | 200 000 | 200 000 | 89 573 | 89 573 | 23 395 CHF | 24 293 CHF | 98,39% | 98,39% |
08/08/2024 | 3,94% | 0,26 CHF | 0,27 CHF | 200 000 | 200 000 | 65 554 | 65 554 | 16 198 CHF | 16 854 CHF | 99,93% | 99,93% |
07/08/2024 | 2,69% | 0,39 CHF | 0,40 CHF | 196 000 | 196 000 | 110 812 | 110 812 | 41 404 CHF | 42 514 CHF | 46,50% | 90,92% |
06/08/2024 | - | 0,42 CHF | - CHF | 196 000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 100,00% |
02/08/2024 | 1,83% | 0,44 CHF | 0,54 CHF | 194 000 | 190 000 | 58 586 | 58 586 | 32 393 CHF | 32 981 CHF | 77,93% | 99,94% |
30/07/2024 | 1,77% | 0,58 CHF | 0,59 CHF | 184 000 | 184 000 | 79 919 | 79 919 | 46 265 CHF | 47 066 CHF | 99,89% | 99,89% |