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 | 2,00% | 0,53 CHF | 0,54 CHF | 60 000 | 60 000 | 33 037 | 33 037 | 17 100 CHF | 17 431 CHF | 99,88% | 99,88% |
14/08/2024 | 1,96% | 0,56 CHF | 0,57 CHF | 60 000 | 60 000 | 32 927 | 32 927 | 17 460 CHF | 17 791 CHF | 99,12% | 99,12% |
13/08/2024 | 1,83% | 0,51 CHF | 0,52 CHF | 60 000 | 60 000 | 23 100 | 23 100 | 12 414 CHF | 12 646 CHF | 99,51% | 99,51% |
12/08/2024 | 1,43% | 0,59 CHF | 0,60 CHF | 60 000 | 60 000 | 28 016 | 28 016 | 19 477 CHF | 19 759 CHF | 98,37% | 98,37% |
09/08/2024 | 1,25% | 0,82 CHF | 0,83 CHF | 65 000 | 65 000 | 35 571 | 35 571 | 28 988 CHF | 29 344 CHF | 98,39% | 98,39% |
08/08/2024 | 1,16% | 0,86 CHF | 0,87 CHF | 65 000 | 65 000 | 37 217 | 37 217 | 32 407 CHF | 32 779 CHF | 99,95% | 99,95% |
07/08/2024 | 1,28% | 0,83 CHF | 0,84 CHF | 65 000 | 65 000 | 36 024 | 36 024 | 28 707 CHF | 29 067 CHF | 99,08% | 99,08% |
06/08/2024 | 1,22% | 0,82 CHF | 0,83 CHF | 70 000 | 70 000 | 37 125 | 37 125 | 30 657 CHF | 31 029 CHF | 99,97% | 99,97% |
02/08/2024 | 1,57% | 0,77 CHF | 0,78 CHF | 65 000 | 65 000 | 33 389 | 33 389 | 21 858 CHF | 22 193 CHF | 99,94% | 99,94% |
30/07/2024 | 1,41% | 0,73 CHF | 0,74 CHF | 65 000 | 65 000 | 35 179 | 35 179 | 25 233 CHF | 25 585 CHF | 99,89% | 99,89% |