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 | 6,74% | 0,16 CHF | 0,17 CHF | 320 000 | 320 000 | 319 118 | 319 118 | 46 211 CHF | 49 402 CHF | 99,99% | 99,99% |
14/08/2024 | 8,03% | 0,12 CHF | 0,13 CHF | 320 000 | 320 000 | 322 759 | 322 759 | 38 599 CHF | 41 827 CHF | 99,73% | 99,73% |
13/08/2024 | 9,42% | 0,10 CHF | 0,11 CHF | 330 000 | 330 000 | 330 000 | 330 000 | 33 436 CHF | 36 736 CHF | 100,00% | 100,00% |
12/08/2024 | 8,13% | 0,11 CHF | 0,12 CHF | 330 000 | 330 000 | 328 524 | 328 524 | 38 760 CHF | 42 045 CHF | 98,84% | 98,84% |
09/08/2024 | 7,79% | 0,12 CHF | 0,13 CHF | 330 000 | 330 000 | 325 551 | 325 551 | 40 241 CHF | 43 497 CHF | 100,00% | 100,00% |
08/08/2024 | 8,32% | 0,12 CHF | 0,13 CHF | 330 000 | 330 000 | 329 899 | 329 899 | 38 024 CHF | 41 323 CHF | 100,00% | 100,00% |
07/08/2024 | 7,38% | 0,13 CHF | 0,14 CHF | 320 000 | 320 000 | 322 314 | 322 314 | 42 076 CHF | 45 299 CHF | 99,98% | 99,98% |
06/08/2024 | 8,68% | 0,10 CHF | 0,11 CHF | 340 000 | 340 000 | 336 809 | 336 809 | 37 288 CHF | 40 657 CHF | 99,95% | 99,95% |
02/08/2024 | 5,35% | 0,17 CHF | 0,18 CHF | 270 000 | 270 000 | 269 998 | 269 998 | 49 177 CHF | 51 877 CHF | 99,52% | 99,52% |
31/07/2024 | 4,37% | 0,22 CHF | 0,23 CHF | 240 000 | 240 000 | 229 130 | 229 130 | 53 403 CHF | 55 705 CHF | 36,45% | 36,45% |