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 | 2,00% | 0,55 CHF | 0,56 CHF | 240 000 | 240 000 | 244 792 | 244 792 | 124 046 CHF | 126 497 CHF | 100,00% | 100,00% |
14/08/2024 | 2,18% | 0,46 CHF | 0,47 CHF | 260 000 | 260 000 | 257 371 | 257 371 | 119 107 CHF | 121 684 CHF | 99,26% | 99,26% |
13/08/2024 | 2,31% | 0,45 CHF | 0,46 CHF | 260 000 | 260 000 | 257 111 | 257 111 | 112 554 CHF | 115 128 CHF | 100,00% | 100,00% |
12/08/2024 | 2,21% | 0,46 CHF | 0,47 CHF | 260 000 | 260 000 | 256 843 | 256 843 | 117 605 CHF | 120 182 CHF | 99,23% | 99,23% |
09/08/2024 | 2,29% | 0,45 CHF | 0,46 CHF | 270 000 | 270 000 | 267 780 | 267 780 | 118 153 CHF | 120 834 CHF | 99,98% | 99,98% |
08/08/2024 | 2,48% | 0,42 CHF | 0,43 CHF | 280 000 | 280 000 | 276 437 | 276 437 | 112 327 CHF | 115 094 CHF | 99,95% | 99,95% |
07/08/2024 | 2,37% | 0,43 CHF | 0,44 CHF | 290 000 | 290 000 | 287 490 | 287 490 | 122 253 CHF | 125 131 CHF | 100,00% | 100,00% |
06/08/2024 | 2,61% | 0,40 CHF | 0,41 CHF | 300 000 | 300 000 | 298 378 | 298 378 | 115 270 CHF | 118 257 CHF | 99,83% | 99,83% |
02/08/2024 | 1,96% | 0,45 CHF | 0,46 CHF | 250 000 | 250 000 | 235 766 | 235 766 | 121 908 CHF | 124 268 CHF | 99,01% | 99,01% |
30/07/2024 | 1,39% | 0,73 CHF | 0,74 CHF | 210 000 | 210 000 | 207 887 | 207 887 | 151 234 CHF | 153 315 CHF | 100,00% | 100,00% |