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 | 3,95% | 0,21 CHF | 0,22 CHF | 112 000 | 112 000 | 114 986 | 114 986 | 28 770 CHF | 29 920 CHF | 100,00% | 100,00% |
14/08/2024 | 3,42% | 0,27 CHF | 0,28 CHF | 116 000 | 116 000 | 117 774 | 117 774 | 33 827 CHF | 35 005 CHF | 99,69% | 99,69% |
13/08/2024 | 3,20% | 0,28 CHF | 0,29 CHF | 118 000 | 118 000 | 119 652 | 119 652 | 36 800 CHF | 37 996 CHF | 99,74% | 99,74% |
12/08/2024 | 3,10% | 0,31 CHF | 0,32 CHF | 120 000 | 120 000 | 120 044 | 120 044 | 38 165 CHF | 39 366 CHF | 99,01% | 99,01% |
09/08/2024 | 3,10% | 0,32 CHF | 0,33 CHF | 122 000 | 122 000 | 121 083 | 121 083 | 38 519 CHF | 39 730 CHF | 100,00% | 100,00% |
08/08/2024 | 2,99% | 0,33 CHF | 0,34 CHF | 122 000 | 122 000 | 123 112 | 123 112 | 40 580 CHF | 41 812 CHF | 99,97% | 99,97% |
07/08/2024 | 2,99% | 0,32 CHF | 0,33 CHF | 120 000 | 120 000 | 122 458 | 122 458 | 40 319 CHF | 41 543 CHF | 100,00% | 100,00% |
06/08/2024 | 2,87% | 0,35 CHF | 0,36 CHF | 126 000 | 126 000 | 125 248 | 125 248 | 43 100 CHF | 44 352 CHF | 99,97% | 99,97% |
02/08/2024 | 3,64% | 0,29 CHF | 0,30 CHF | 120 000 | 120 000 | 118 163 | 118 163 | 31 928 CHF | 33 110 CHF | 99,97% | 99,97% |
30/07/2024 | 3,65% | 0,25 CHF | 0,26 CHF | 114 000 | 114 000 | 115 573 | 115 573 | 31 122 CHF | 32 278 CHF | 100,00% | 100,00% |