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 | 5,23% | 0,15 CHF | 0,16 CHF | 112 000 | 112 000 | 114 986 | 114 986 | 21 717 CHF | 22 867 CHF | 99,99% | 99,99% |
14/08/2024 | 4,34% | 0,22 CHF | 0,23 CHF | 116 000 | 116 000 | 117 773 | 117 773 | 26 542 CHF | 27 720 CHF | 99,69% | 99,69% |
13/08/2024 | 3,98% | 0,22 CHF | 0,23 CHF | 118 000 | 118 000 | 119 652 | 119 652 | 29 523 CHF | 30 719 CHF | 99,73% | 99,73% |
12/08/2024 | 3,82% | 0,25 CHF | 0,26 CHF | 120 000 | 120 000 | 120 033 | 120 033 | 30 865 CHF | 32 065 CHF | 99,07% | 99,07% |
09/08/2024 | 3,83% | 0,26 CHF | 0,27 CHF | 122 000 | 122 000 | 121 083 | 121 083 | 31 061 CHF | 32 272 CHF | 99,99% | 99,99% |
08/08/2024 | 3,66% | 0,26 CHF | 0,27 CHF | 122 000 | 122 000 | 123 111 | 123 111 | 33 094 CHF | 34 325 CHF | 100,00% | 100,00% |
07/08/2024 | 3,66% | 0,25 CHF | 0,26 CHF | 120 000 | 120 000 | 122 458 | 122 458 | 32 889 CHF | 34 113 CHF | 100,00% | 100,00% |
06/08/2024 | 3,47% | 0,29 CHF | 0,30 CHF | 126 000 | 126 000 | 125 248 | 125 248 | 35 491 CHF | 36 744 CHF | 99,96% | 99,96% |
02/08/2024 | 4,67% | 0,23 CHF | 0,24 CHF | 120 000 | 120 000 | 118 163 | 118 163 | 24 775 CHF | 25 957 CHF | 99,99% | 99,99% |
30/07/2024 | 4,71% | 0,19 CHF | 0,20 CHF | 114 000 | 114 000 | 115 573 | 115 573 | 24 029 CHF | 25 184 CHF | 100,00% | 100,00% |