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 | 4,86% | 0,22 CHF | 0,23 CHF | 152 603 | 25 000 | 160 721 | 25 000 | 32 314 CHF | 5 284 CHF | 93,17% | 93,17% |
14/08/2024 | 4,92% | 0,20 CHF | 0,21 CHF | 163 673 | 25 000 | 161 524 | 24 529 | 32 617 CHF | 5 209 CHF | 98,26% | 98,26% |
13/08/2024 | 4,48% | 0,22 CHF | 0,23 CHF | 154 452 | 25 000 | 154 765 | 25 000 | 33 766 CHF | 5 718 CHF | 95,84% | 95,84% |
12/08/2024 | 3,79% | 0,25 CHF | 0,26 CHF | 139 420 | 25 000 | 138 462 | 25 000 | 35 836 CHF | 6 726 CHF | 100,00% | 100,00% |
09/08/2024 | 3,69% | 0,25 CHF | 0,26 CHF | 141 426 | 25 000 | 136 351 | 25 000 | 36 337 CHF | 6 921 CHF | 100,00% | 100,00% |
08/08/2024 | 4,08% | 0,25 CHF | 0,26 CHF | 139 258 | 25 000 | 145 346 | 25 000 | 34 956 CHF | 6 266 CHF | 97,81% | 97,81% |
07/08/2024 | 3,91% | 0,24 CHF | 0,25 CHF | 147 884 | 25 000 | 140 040 | 25 000 | 35 126 CHF | 6 525 CHF | 97,94% | 97,94% |
06/08/2024 | 5,40% | 0,26 CHF | 0,27 CHF | 140 356 | 25 000 | 146 117 | 19 054 | 35 420 CHF | 4 878 CHF | 92,55% | 92,55% |
02/08/2024 | 11,40% | 0,24 CHF | 0,27 CHF | 149 002 | 5 000 | 152 296 | 5 000 | 35 478 CHF | 1 308 CHF | 91,74% | 91,74% |
30/07/2024 | 3,35% | 0,30 CHF | 0,31 CHF | 132 388 | 25 000 | 133 007 | 25 000 | 39 101 CHF | 7 600 CHF | 96,78% | 96,78% |