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 | 3,51% | 0,31 CHF | 0,32 CHF | 330 000 | 330 000 | 150 732 | 150 732 | 44 561 CHF | 46 077 CHF | 99,29% | 99,29% |
14/08/2024 | 3,84% | 0,27 CHF | 0,28 CHF | 350 000 | 350 000 | 156 219 | 156 219 | 41 025 CHF | 42 595 CHF | 99,26% | 99,26% |
13/08/2024 | 4,13% | 0,26 CHF | 0,27 CHF | 370 000 | 370 000 | 167 940 | 167 940 | 41 888 CHF | 43 575 CHF | 100,00% | 100,00% |
12/08/2024 | 3,91% | 0,26 CHF | 0,27 CHF | 360 000 | 360 000 | 159 601 | 159 601 | 41 202 CHF | 42 811 CHF | 99,96% | 99,96% |
09/08/2024 | 3,86% | 0,27 CHF | 0,28 CHF | 360 000 | 360 000 | 161 346 | 161 346 | 42 414 CHF | 44 035 CHF | 99,74% | 99,74% |
08/08/2024 | 4,32% | 0,25 CHF | 0,26 CHF | 390 000 | 390 000 | 173 887 | 173 887 | 41 833 CHF | 43 579 CHF | 99,56% | 99,56% |
07/08/2024 | 4,19% | 0,26 CHF | 0,27 CHF | 380 000 | 380 000 | 173 149 | 173 149 | 42 687 CHF | 44 426 CHF | 99,50% | 99,50% |
06/08/2024 | 4,83% | 0,23 CHF | 0,24 CHF | 440 000 | 440 000 | 199 221 | 199 221 | 42 545 CHF | 44 546 CHF | 99,66% | 99,66% |
02/08/2024 | 4,20% | 0,20 CHF | 0,21 CHF | 370 000 | 370 000 | 157 343 | 157 343 | 36 189 CHF | 37 768 CHF | 96,39% | 96,39% |
30/07/2024 | 5,01% | 0,24 CHF | 0,25 CHF | 430 000 | 430 000 | 171 118 | 171 118 | 37 839 CHF | 39 564 CHF | 96,44% | 96,44% |