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 | 4,87% | 0,19 CHF | 0,20 CHF | 120 000 | 120 000 | 53 567 | 53 567 | 10 816 CHF | 11 354 CHF | 99,88% | 99,88% |
14/08/2024 | 4,85% | 0,20 CHF | 0,21 CHF | 120 000 | 120 000 | 53 580 | 53 580 | 10 995 CHF | 11 534 CHF | 99,27% | 99,27% |
13/08/2024 | 4,78% | 0,21 CHF | 0,22 CHF | 120 000 | 120 000 | 53 523 | 53 523 | 11 297 CHF | 11 835 CHF | 100,00% | 100,00% |
12/08/2024 | 4,82% | 0,20 CHF | 0,21 CHF | 120 000 | 120 000 | 53 454 | 53 454 | 11 125 CHF | 11 664 CHF | 99,06% | 99,06% |
09/08/2024 | 4,50% | 0,22 CHF | 0,23 CHF | 120 000 | 120 000 | 53 561 | 53 561 | 11 760 CHF | 12 298 CHF | 99,88% | 99,88% |
08/08/2024 | 4,37% | 0,23 CHF | 0,24 CHF | 120 000 | 120 000 | 53 551 | 53 551 | 12 373 CHF | 12 911 CHF | 99,67% | 99,67% |
07/08/2024 | 4,43% | 0,25 CHF | 0,26 CHF | 120 000 | 120 000 | 53 505 | 53 505 | 12 464 CHF | 13 002 CHF | 99,97% | 99,97% |
06/08/2024 | 4,54% | 0,24 CHF | 0,25 CHF | 120 000 | 120 000 | 55 065 | 55 065 | 13 046 CHF | 13 616 CHF | 99,80% | 99,80% |
02/08/2024 | 4,43% | 0,26 CHF | 0,27 CHF | 120 000 | 120 000 | 52 683 | 52 683 | 12 573 CHF | 13 102 CHF | 98,92% | 98,92% |
30/07/2024 | 6,50% | 0,14 CHF | 0,15 CHF | 130 000 | 130 000 | 54 807 | 54 807 | 8 277 CHF | 8 827 CHF | 99,82% | 99,82% |