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 | 2,05% | 0,44 CHF | 0,45 CHF | 112 000 | 112 000 | 114 986 | 114 986 | 55 646 CHF | 56 796 CHF | 100,00% | 100,00% |
14/08/2024 | 1,91% | 0,51 CHF | 0,52 CHF | 116 000 | 116 000 | 117 773 | 117 773 | 61 105 CHF | 62 283 CHF | 99,69% | 99,69% |
13/08/2024 | 1,84% | 0,51 CHF | 0,52 CHF | 118 000 | 118 000 | 119 652 | 119 652 | 64 604 CHF | 65 800 CHF | 99,74% | 99,74% |
12/08/2024 | 1,80% | 0,54 CHF | 0,55 CHF | 120 000 | 120 000 | 120 045 | 120 045 | 66 126 CHF | 67 327 CHF | 99,05% | 99,05% |
09/08/2024 | 1,80% | 0,56 CHF | 0,57 CHF | 122 000 | 122 000 | 121 083 | 121 083 | 66 588 CHF | 67 798 CHF | 100,00% | 100,00% |
08/08/2024 | 1,77% | 0,56 CHF | 0,57 CHF | 122 000 | 122 000 | 123 111 | 123 111 | 68 921 CHF | 70 152 CHF | 99,99% | 99,99% |
07/08/2024 | 1,77% | 0,55 CHF | 0,56 CHF | 120 000 | 120 000 | 122 459 | 122 459 | 68 506 CHF | 69 730 CHF | 100,00% | 100,00% |
06/08/2024 | 1,73% | 0,58 CHF | 0,59 CHF | 126 000 | 126 000 | 125 248 | 125 248 | 71 691 CHF | 72 943 CHF | 99,99% | 99,99% |
02/08/2024 | 1,98% | 0,52 CHF | 0,53 CHF | 120 000 | 120 000 | 118 163 | 118 163 | 59 154 CHF | 60 336 CHF | 99,97% | 99,97% |
30/07/2024 | 1,97% | 0,48 CHF | 0,49 CHF | 114 000 | 114 000 | 115 573 | 115 573 | 58 246 CHF | 59 402 CHF | 100,00% | 100,00% |