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 | 4,16% | 0,26 CHF | 0,27 CHF | 60 000 | 60 000 | 33 038 | 33 038 | 8 316 CHF | 8 647 CHF | 99,88% | 99,88% |
14/08/2024 | 3,93% | 0,29 CHF | 0,30 CHF | 60 000 | 60 000 | 32 930 | 32 930 | 8 761 CHF | 9 093 CHF | 99,14% | 99,14% |
13/08/2024 | 3,49% | 0,24 CHF | 0,25 CHF | 60 000 | 60 000 | 23 096 | 23 096 | 6 304 CHF | 6 535 CHF | 99,52% | 99,52% |
12/08/2024 | 2,27% | 0,32 CHF | 0,33 CHF | 60 000 | 60 000 | 28 020 | 28 020 | 12 032 CHF | 12 314 CHF | 98,33% | 98,33% |
09/08/2024 | 1,85% | 0,56 CHF | 0,57 CHF | 65 000 | 65 000 | 35 572 | 35 572 | 19 554 CHF | 19 911 CHF | 98,39% | 98,39% |
08/08/2024 | 1,66% | 0,60 CHF | 0,61 CHF | 65 000 | 65 000 | 37 208 | 37 208 | 22 614 CHF | 22 987 CHF | 99,92% | 99,92% |
07/08/2024 | 1,91% | 0,56 CHF | 0,57 CHF | 65 000 | 65 000 | 36 018 | 36 018 | 19 202 CHF | 19 563 CHF | 99,07% | 99,07% |
06/08/2024 | 1,77% | 0,56 CHF | 0,57 CHF | 70 000 | 70 000 | 37 116 | 37 116 | 20 962 CHF | 21 334 CHF | 99,95% | 99,95% |
02/08/2024 | 2,67% | 0,51 CHF | 0,52 CHF | 65 000 | 65 000 | 33 394 | 33 394 | 13 003 CHF | 13 338 CHF | 99,96% | 99,96% |
30/07/2024 | 2,25% | 0,46 CHF | 0,47 CHF | 65 000 | 65 000 | 35 179 | 35 179 | 15 718 CHF | 16 070 CHF | 99,90% | 99,90% |