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 | 4,49% | 0,25 CHF | 0,26 CHF | 370 000 | 370 000 | 167 058 | 167 058 | 38 462 CHF | 40 142 CHF | 99,45% | 99,45% |
14/08/2024 | 4,99% | 0,21 CHF | 0,22 CHF | 400 000 | 400 000 | 176 970 | 176 970 | 35 543 CHF | 37 321 CHF | 99,25% | 99,25% |
13/08/2024 | 5,41% | 0,20 CHF | 0,21 CHF | 420 000 | 420 000 | 188 908 | 188 908 | 35 878 CHF | 37 775 CHF | 100,00% | 100,00% |
12/08/2024 | 5,07% | 0,20 CHF | 0,21 CHF | 410 000 | 410 000 | 186 167 | 186 167 | 36 846 CHF | 38 723 CHF | 99,21% | 99,21% |
09/08/2024 | 4,97% | 0,21 CHF | 0,22 CHF | 410 000 | 410 000 | 186 711 | 186 711 | 37 925 CHF | 39 800 CHF | 99,73% | 99,73% |
08/08/2024 | 5,61% | 0,19 CHF | 0,20 CHF | 440 000 | 440 000 | 202 105 | 202 105 | 37 229 CHF | 39 258 CHF | 99,89% | 99,89% |
07/08/2024 | 5,44% | 0,20 CHF | 0,21 CHF | 440 000 | 440 000 | 200 163 | 200 163 | 37 776 CHF | 39 787 CHF | 99,74% | 99,74% |
06/08/2024 | 6,32% | 0,17 CHF | 0,18 CHF | 510 000 | 510 000 | 227 735 | 227 735 | 36 935 CHF | 39 221 CHF | 99,70% | 99,70% |
02/08/2024 | 5,54% | 0,15 CHF | 0,16 CHF | 420 000 | 420 000 | 179 830 | 179 830 | 31 106 CHF | 32 912 CHF | 97,68% | 97,68% |
30/07/2024 | 6,62% | 0,18 CHF | 0,19 CHF | 520 000 | 520 000 | 205 161 | 205 161 | 34 442 CHF | 36 510 CHF | 97,48% | 97,48% |