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 | 2,40% | 0,44 CHF | 0,45 CHF | 140 000 | 140 000 | 139 988 | 139 988 | 57 797 CHF | 59 197 CHF | 99,99% | 99,99% |
14/08/2024 | 2,56% | 0,38 CHF | 0,39 CHF | 140 000 | 140 000 | 140 000 | 140 000 | 53 944 CHF | 55 344 CHF | 99,27% | 99,27% |
13/08/2024 | 2,88% | 0,36 CHF | 0,37 CHF | 150 000 | 150 000 | 149 984 | 149 984 | 51 331 CHF | 52 831 CHF | 99,93% | 99,93% |
12/08/2024 | 2,61% | 0,37 CHF | 0,38 CHF | 140 000 | 140 000 | 139 996 | 139 996 | 52 912 CHF | 54 312 CHF | 99,38% | 99,38% |
09/08/2024 | 2,54% | 0,40 CHF | 0,41 CHF | 150 000 | 150 000 | 149 235 | 149 235 | 58 264 CHF | 59 758 CHF | 99,97% | 99,97% |
08/08/2024 | 3,12% | 0,36 CHF | 0,37 CHF | 150 000 | 150 000 | 149 981 | 149 981 | 47 545 CHF | 49 045 CHF | 100,00% | 100,00% |
07/08/2024 | 2,86% | 0,38 CHF | 0,39 CHF | 170 000 | 170 000 | 169 821 | 169 821 | 58 692 CHF | 60 392 CHF | 99,98% | 99,98% |
06/08/2024 | 3,47% | 0,30 CHF | 0,31 CHF | 170 000 | 170 000 | 169 957 | 169 957 | 48 159 CHF | 49 859 CHF | 99,89% | 99,89% |
02/08/2024 | 2,44% | 0,35 CHF | 0,36 CHF | 130 000 | 130 000 | 129 581 | 129 581 | 52 914 CHF | 54 214 CHF | 99,84% | 99,84% |
31/07/2024 | 2,03% | 0,49 CHF | 0,50 CHF | 130 000 | 130 000 | 129 893 | 129 893 | 63 438 CHF | 64 738 CHF | 39,03% | 39,03% |