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 | 3,18% | 0,31 CHF | 0,32 CHF | 140 000 | 140 000 | 78 551 | 78 551 | 24 812 CHF | 25 601 CHF | 99,88% | 99,88% |
14/08/2024 | 3,30% | 0,30 CHF | 0,31 CHF | 140 000 | 140 000 | 78 168 | 78 168 | 24 072 CHF | 24 861 CHF | 99,14% | 99,14% |
13/08/2024 | 3,38% | 0,32 CHF | 0,33 CHF | 150 000 | 150 000 | 57 570 | 57 570 | 17 732 CHF | 18 311 CHF | 99,53% | 99,53% |
12/08/2024 | 4,39% | 0,29 CHF | 0,30 CHF | 170 000 | 170 000 | 81 230 | 81 230 | 20 095 CHF | 20 918 CHF | 98,32% | 98,32% |
09/08/2024 | 4,93% | 0,20 CHF | 0,21 CHF | 180 000 | 180 000 | 99 821 | 99 821 | 20 240 CHF | 21 242 CHF | 98,39% | 98,39% |
08/08/2024 | 5,59% | 0,19 CHF | 0,20 CHF | 200 000 | 200 000 | 116 227 | 116 227 | 21 073 CHF | 22 240 CHF | 99,91% | 99,91% |
07/08/2024 | 4,72% | 0,20 CHF | 0,21 CHF | 180 000 | 180 000 | 102 618 | 102 618 | 21 737 CHF | 22 767 CHF | 99,06% | 99,06% |
06/08/2024 | 5,14% | 0,20 CHF | 0,21 CHF | 200 000 | 200 000 | 104 318 | 104 318 | 20 618 CHF | 21 665 CHF | 99,89% | 99,89% |
02/08/2024 | 4,31% | 0,21 CHF | 0,22 CHF | 160 000 | 160 000 | 71 942 | 71 942 | 18 860 CHF | 19 601 CHF | 99,75% | 99,75% |
30/07/2024 | 4,11% | 0,24 CHF | 0,25 CHF | 170 000 | 170 000 | 93 182 | 93 182 | 22 954 CHF | 23 889 CHF | 99,90% | 99,90% |