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 | 7,01% | 0,10 CHF | 0,11 CHF | 112 000 | 112 000 | 114 986 | 114 986 | 16 210 CHF | 17 360 CHF | 100,00% | 100,00% |
14/08/2024 | 5,49% | 0,17 CHF | 0,18 CHF | 116 000 | 116 000 | 117 773 | 117 773 | 20 899 CHF | 22 076 CHF | 99,69% | 99,69% |
13/08/2024 | 4,91% | 0,17 CHF | 0,18 CHF | 118 000 | 118 000 | 119 652 | 119 652 | 23 853 CHF | 25 050 CHF | 99,74% | 99,74% |
12/08/2024 | 4,66% | 0,21 CHF | 0,22 CHF | 120 000 | 120 000 | 120 033 | 120 033 | 25 190 CHF | 26 391 CHF | 99,02% | 99,02% |
09/08/2024 | 4,64% | 0,22 CHF | 0,23 CHF | 122 000 | 122 000 | 121 083 | 121 083 | 25 495 CHF | 26 706 CHF | 99,99% | 99,99% |
08/08/2024 | 4,42% | 0,22 CHF | 0,23 CHF | 122 000 | 122 000 | 123 111 | 123 111 | 27 302 CHF | 28 533 CHF | 100,00% | 100,00% |
07/08/2024 | 4,43% | 0,21 CHF | 0,22 CHF | 120 000 | 120 000 | 122 459 | 122 459 | 27 096 CHF | 28 320 CHF | 99,99% | 99,99% |
06/08/2024 | 4,15% | 0,24 CHF | 0,25 CHF | 126 000 | 126 000 | 125 248 | 125 248 | 29 603 CHF | 30 855 CHF | 99,97% | 99,97% |
02/08/2024 | 5,99% | 0,18 CHF | 0,19 CHF | 120 000 | 120 000 | 118 163 | 118 163 | 19 202 CHF | 20 384 CHF | 99,97% | 99,97% |
30/07/2024 | 6,10% | 0,14 CHF | 0,15 CHF | 114 000 | 114 000 | 115 572 | 115 572 | 18 487 CHF | 19 643 CHF | 100,00% | 100,00% |