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 | 3,59% | 0,27 CHF | 0,28 CHF | 295 000 | 295 000 | 93 639 | 93 639 | 26 101 CHF | 27 039 CHF | 99,64% | 99,64% |
14/08/2024 | 3,57% | 0,28 CHF | 0,29 CHF | 295 000 | 295 000 | 94 415 | 94 415 | 26 706 CHF | 27 652 CHF | 99,72% | 99,72% |
13/08/2024 | 5,47% | 0,26 CHF | 0,27 CHF | 300 000 | 300 000 | 95 770 | 95 770 | 23 170 CHF | 24 207 CHF | 100,00% | 100,00% |
12/08/2024 | 3,99% | 0,23 CHF | 0,24 CHF | 300 000 | 300 000 | 95 967 | 95 967 | 23 086 CHF | 24 049 CHF | 98,99% | 98,99% |
09/08/2024 | 4,10% | 0,23 CHF | 0,24 CHF | 305 000 | 305 000 | 97 302 | 97 302 | 22 497 CHF | 23 472 CHF | 98,37% | 98,37% |
08/08/2024 | 5,92% | 0,25 CHF | 0,26 CHF | 300 000 | 300 000 | 96 678 | 96 678 | 21 289 CHF | 22 337 CHF | 99,97% | 99,97% |
07/08/2024 | 11,11% | 0,24 CHF | 0,25 CHF | 300 000 | 300 000 | 83 809 | 83 809 | 15 985 CHF | 16 986 CHF | 97,68% | 97,68% |
06/08/2024 | - | 0,50 CHF | - CHF | 270 000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 99,95% |
02/08/2024 | 2,53% | 0,46 CHF | 0,47 CHF | 275 000 | 275 000 | 75 152 | 75 152 | 36 714 CHF | 37 538 CHF | 93,91% | 99,39% |
30/07/2024 | 1,44% | 0,70 CHF | 0,71 CHF | 240 000 | 240 000 | 76 645 | 76 645 | 54 036 CHF | 54 806 CHF | 99,89% | 99,89% |