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 | 9,20% | 0,10 CHF | 0,11 CHF | 310 000 | 310 000 | 140 397 | 140 397 | 14 856 CHF | 16 266 CHF | 99,87% | 99,87% |
14/08/2024 | 9,63% | 0,10 CHF | 0,11 CHF | 320 000 | 320 000 | 142 085 | 142 085 | 14 156 CHF | 15 584 CHF | 99,27% | 99,27% |
13/08/2024 | 10,38% | 0,10 CHF | 0,11 CHF | 320 000 | 320 000 | 141 916 | 141 916 | 13 562 CHF | 14 988 CHF | 99,92% | 99,92% |
12/08/2024 | 9,58% | 0,10 CHF | 0,11 CHF | 320 000 | 320 000 | 141 466 | 141 466 | 14 280 CHF | 15 707 CHF | 99,83% | 99,83% |
09/08/2024 | 6,20% | 0,11 CHF | 0,12 CHF | 320 000 | 320 000 | 105 953 | 105 953 | 15 082 CHF | 16 146 CHF | 99,84% | 99,84% |
08/08/2024 | 6,80% | 0,17 CHF | 0,18 CHF | 310 000 | 310 000 | 139 900 | 139 900 | 21 282 CHF | 22 687 CHF | 99,91% | 99,91% |
07/08/2024 | 6,69% | 0,15 CHF | 0,16 CHF | 310 000 | 310 000 | 140 113 | 140 113 | 21 069 CHF | 22 476 CHF | 99,98% | 99,98% |
06/08/2024 | 7,00% | 0,16 CHF | 0,17 CHF | 320 000 | 320 000 | 143 187 | 143 187 | 24 878 CHF | 26 550 CHF | 97,65% | 97,65% |
02/08/2024 | 5,41% | 0,19 CHF | 0,20 CHF | 310 000 | 310 000 | 135 638 | 135 638 | 26 041 CHF | 27 403 CHF | 99,82% | 99,82% |
30/07/2024 | 5,03% | 0,20 CHF | 0,21 CHF | 290 000 | 290 000 | 133 315 | 133 315 | 26 692 CHF | 28 031 CHF | 99,90% | 99,90% |