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 | 3,30% | 0,30 CHF | 0,31 CHF | 270 000 | 270 000 | 155 103 | 155 103 | 47 607 CHF | 49 164 CHF | 99,89% | 99,89% |
14/08/2024 | 3,48% | 0,28 CHF | 0,30 CHF | 280 000 | 280 000 | 156 940 | 156 940 | 45 491 CHF | 47 068 CHF | 99,70% | 99,70% |
13/08/2024 | 3,75% | 0,28 CHF | 0,29 CHF | 280 000 | 280 000 | 157 087 | 157 087 | 42 515 CHF | 44 092 CHF | 100,00% | 100,00% |
12/08/2024 | 3,80% | 0,26 CHF | 0,27 CHF | 280 000 | 280 000 | 156 843 | 156 843 | 41 490 CHF | 43 070 CHF | 99,25% | 99,25% |
09/08/2024 | 3,83% | 0,26 CHF | 0,27 CHF | 290 000 | 290 000 | 161 473 | 161 473 | 42 457 CHF | 44 078 CHF | 99,98% | 99,98% |
08/08/2024 | 3,94% | 0,26 CHF | 0,27 CHF | 290 000 | 290 000 | 161 354 | 161 354 | 41 726 CHF | 43 346 CHF | 99,86% | 99,86% |
07/08/2024 | 3,63% | 0,27 CHF | 0,28 CHF | 280 000 | 280 000 | 158 100 | 158 100 | 44 160 CHF | 45 747 CHF | 99,92% | 99,92% |
06/08/2024 | 4,48% | 0,27 CHF | 0,28 CHF | 290 000 | 290 000 | 161 157 | 161 157 | 44 026 CHF | 45 947 CHF | 99,79% | 99,79% |
02/08/2024 | 3,55% | 0,30 CHF | 0,31 CHF | 290 000 | 290 000 | 158 210 | 158 210 | 45 456 CHF | 47 046 CHF | 99,80% | 99,80% |
30/07/2024 | 2,17% | 0,44 CHF | 0,45 CHF | 270 000 | 270 000 | 146 254 | 146 254 | 68 534 CHF | 70 002 CHF | 99,89% | 99,89% |