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 | 2,97% | 0,34 CHF | 0,35 CHF | 400 000 | 400 000 | 225 114 | 225 114 | 76 831 CHF | 79 090 CHF | 99,89% | 99,89% |
14/08/2024 | 3,16% | 0,32 CHF | 0,33 CHF | 430 000 | 430 000 | 234 679 | 234 679 | 75 105 CHF | 77 463 CHF | 99,64% | 99,64% |
13/08/2024 | 3,38% | 0,32 CHF | 0,33 CHF | 460 000 | 460 000 | 254 267 | 254 267 | 76 627 CHF | 79 180 CHF | 100,00% | 100,00% |
12/08/2024 | 3,44% | 0,29 CHF | 0,30 CHF | 470 000 | 470 000 | 257 895 | 257 895 | 75 781 CHF | 78 379 CHF | 99,99% | 99,99% |
09/08/2024 | 3,50% | 0,28 CHF | 0,30 CHF | 500 000 | 500 000 | 272 589 | 272 589 | 78 758 CHF | 81 494 CHF | 99,95% | 99,95% |
08/08/2024 | 3,69% | 0,28 CHF | 0,29 CHF | 520 000 | 520 000 | 284 565 | 284 565 | 78 975 CHF | 81 832 CHF | 99,91% | 99,91% |
07/08/2024 | 3,39% | 0,30 CHF | 0,31 CHF | 500 000 | 500 000 | 278 479 | 278 479 | 83 611 CHF | 86 407 CHF | 99,95% | 99,95% |
06/08/2024 | 4,34% | 0,28 CHF | 0,30 CHF | 550 000 | 550 000 | 300 698 | 300 698 | 85 751 CHF | 89 331 CHF | 99,79% | 99,79% |
02/08/2024 | 3,33% | 0,31 CHF | 0,32 CHF | 430 000 | 430 000 | 230 852 | 230 852 | 70 179 CHF | 72 498 CHF | 99,26% | 99,26% |
30/07/2024 | 2,34% | 0,41 CHF | 0,42 CHF | 380 000 | 380 000 | 206 201 | 206 201 | 89 728 CHF | 91 798 CHF | 99,89% | 99,89% |