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 | 5,00% | 0,16 CHF | 0,17 CHF | 112 000 | 112 000 | 114 986 | 114 986 | 22 698 CHF | 23 848 CHF | 100,00% | 100,00% |
14/08/2024 | 4,18% | 0,22 CHF | 0,23 CHF | 116 000 | 116 000 | 117 773 | 117 773 | 27 592 CHF | 28 770 CHF | 99,69% | 99,69% |
13/08/2024 | 3,85% | 0,23 CHF | 0,24 CHF | 118 000 | 118 000 | 119 652 | 119 652 | 30 557 CHF | 31 754 CHF | 99,74% | 99,74% |
12/08/2024 | 3,68% | 0,26 CHF | 0,27 CHF | 120 000 | 120 000 | 120 044 | 120 044 | 32 020 CHF | 33 220 CHF | 99,03% | 99,03% |
09/08/2024 | 3,69% | 0,27 CHF | 0,28 CHF | 122 000 | 122 000 | 121 083 | 121 083 | 32 199 CHF | 33 410 CHF | 100,00% | 100,00% |
08/08/2024 | 3,54% | 0,27 CHF | 0,28 CHF | 122 000 | 122 000 | 123 111 | 123 111 | 34 212 CHF | 35 443 CHF | 99,99% | 99,99% |
07/08/2024 | 3,54% | 0,26 CHF | 0,27 CHF | 120 000 | 120 000 | 122 458 | 122 458 | 34 025 CHF | 35 250 CHF | 100,00% | 100,00% |
06/08/2024 | 3,36% | 0,30 CHF | 0,31 CHF | 126 000 | 126 000 | 125 248 | 125 248 | 36 663 CHF | 37 915 CHF | 99,96% | 99,96% |
02/08/2024 | 4,49% | 0,24 CHF | 0,25 CHF | 120 000 | 120 000 | 118 162 | 118 162 | 25 788 CHF | 26 970 CHF | 99,95% | 99,95% |
30/07/2024 | 4,53% | 0,20 CHF | 0,21 CHF | 114 000 | 114 000 | 115 573 | 115 573 | 25 019 CHF | 26 174 CHF | 100,00% | 100,00% |