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 | 2,13% | 0,45 CHF | 0,46 CHF | 104 000 | 104 000 | 105 289 | 105 289 | 48 907 CHF | 49 960 CHF | 100,00% | 100,00% |
14/08/2024 | 2,04% | 0,48 CHF | 0,49 CHF | 106 000 | 106 000 | 106 000 | 106 000 | 51 413 CHF | 52 473 CHF | 99,27% | 99,27% |
13/08/2024 | 1,98% | 0,50 CHF | 0,51 CHF | 106 000 | 106 000 | 106 858 | 106 858 | 53 539 CHF | 54 608 CHF | 100,00% | 100,00% |
12/08/2024 | 2,01% | 0,50 CHF | 0,51 CHF | 106 000 | 106 000 | 105 931 | 105 931 | 52 213 CHF | 53 273 CHF | 99,25% | 99,25% |
09/08/2024 | 2,06% | 0,49 CHF | 0,50 CHF | 108 000 | 108 000 | 106 700 | 106 700 | 51 338 CHF | 52 405 CHF | 99,99% | 99,99% |
08/08/2024 | 1,97% | 0,49 CHF | 0,50 CHF | 108 000 | 108 000 | 107 992 | 107 992 | 54 378 CHF | 55 458 CHF | 99,95% | 99,95% |
07/08/2024 | 2,04% | 0,47 CHF | 0,48 CHF | 106 000 | 106 000 | 107 415 | 107 415 | 52 256 CHF | 53 330 CHF | 99,98% | 99,98% |
06/08/2024 | 1,83% | 0,55 CHF | 0,56 CHF | 112 000 | 112 000 | 110 704 | 110 704 | 60 030 CHF | 61 137 CHF | 99,87% | 99,87% |
02/08/2024 | 2,18% | 0,50 CHF | 0,51 CHF | 108 000 | 108 000 | 106 070 | 106 070 | 48 303 CHF | 49 363 CHF | 99,88% | 99,88% |
30/07/2024 | 3,68% | 0,26 CHF | 0,27 CHF | 98 000 | 98 000 | 97 942 | 97 942 | 26 130 CHF | 27 109 CHF | 100,00% | 100,00% |