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 | 13,07% | 0,09 CHF | 0,10 CHF | 340 000 | 340 000 | 154 039 | 154 039 | 11 822 CHF | 13 369 CHF | 99,90% | 99,90% |
14/08/2024 | 14,03% | 0,07 CHF | 0,08 CHF | 360 000 | 360 000 | 157 952 | 157 952 | 10 694 CHF | 12 280 CHF | 99,45% | 99,45% |
13/08/2024 | 12,60% | 0,07 CHF | 0,08 CHF | 360 000 | 360 000 | 158 130 | 158 130 | 11 830 CHF | 13 418 CHF | 99,99% | 99,99% |
12/08/2024 | 11,60% | 0,08 CHF | 0,09 CHF | 350 000 | 350 000 | 155 704 | 155 704 | 12 761 CHF | 14 332 CHF | 99,03% | 99,03% |
09/08/2024 | 11,35% | 0,08 CHF | 0,09 CHF | 360 000 | 360 000 | 160 027 | 160 027 | 13 165 CHF | 14 772 CHF | 98,39% | 98,39% |
08/08/2024 | 11,00% | 0,08 CHF | 0,09 CHF | 360 000 | 360 000 | 120 625 | 120 625 | 10 217 CHF | 11 429 CHF | 99,95% | 99,95% |
07/08/2024 | 6,16% | 0,12 CHF | 0,13 CHF | 340 000 | 340 000 | 141 218 | 141 218 | 20 853 CHF | 22 268 CHF | 90,27% | 90,27% |
06/08/2024 | 6,00% | 0,16 CHF | 0,17 CHF | 340 000 | 340 000 | 153 336 | 153 336 | 25 608 CHF | 27 148 CHF | 99,50% | 99,50% |
02/08/2024 | 5,29% | 0,17 CHF | 0,18 CHF | 340 000 | 340 000 | 150 189 | 150 189 | 27 954 CHF | 29 462 CHF | 99,81% | 99,81% |
30/07/2024 | 5,14% | 0,20 CHF | 0,21 CHF | 320 000 | 320 000 | 138 348 | 138 348 | 27 559 CHF | 28 949 CHF | 99,89% | 99,89% |