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 | 7,73% | 0,11 CHF | 0,12 CHF | 450 000 | 450 000 | 450 000 | 450 000 | 56 274 CHF | 60 774 CHF | 99,97% | 99,97% |
14/08/2024 | 6,33% | 0,15 CHF | 0,16 CHF | 440 000 | 440 000 | 440 000 | 440 000 | 67 597 CHF | 71 997 CHF | 99,61% | 99,61% |
13/08/2024 | 5,28% | 0,18 CHF | 0,19 CHF | 390 000 | 390 000 | 390 000 | 390 000 | 71 896 CHF | 75 796 CHF | 99,68% | 99,68% |
12/08/2024 | 5,54% | 0,17 CHF | 0,18 CHF | 390 000 | 390 000 | 389 679 | 389 679 | 68 593 CHF | 72 493 CHF | 99,77% | 99,77% |
09/08/2024 | 4,52% | 0,22 CHF | 0,23 CHF | 420 000 | 420 000 | 420 000 | 420 000 | 90 856 CHF | 95 056 CHF | 99,94% | 99,94% |
08/08/2024 | 3,77% | 0,23 CHF | 0,24 CHF | 380 000 | 380 000 | 380 000 | 380 000 | 99 247 CHF | 103 047 CHF | 99,76% | 99,76% |
07/08/2024 | 3,93% | 0,21 CHF | 0,22 CHF | 340 000 | 340 000 | 340 000 | 340 000 | 85 651 CHF | 89 051 CHF | 99,89% | 99,89% |
06/08/2024 | 3,05% | 0,33 CHF | 0,34 CHF | 350 000 | 350 000 | 350 000 | 350 000 | 113 402 CHF | 116 902 CHF | 99,86% | 99,86% |
02/08/2024 | 4,13% | 0,28 CHF | 0,28 CHF | 370 000 | 370 000 | 370 000 | 370 000 | 88 016 CHF | 91 716 CHF | 99,19% | 99,19% |
30/07/2024 | 9,30% | 0,11 CHF | 0,12 CHF | 520 000 | 520 000 | 520 000 | 520 000 | 53 539 CHF | 58 739 CHF | 99,51% | 99,51% |