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 | 3,37% | 0,49 CHF | 0,50 CHF | 148 000 | 148 000 | 66 613 | 66 613 | 31 101 CHF | 31 971 CHF | 99,56% | 99,56% |
14/08/2024 | 3,54% | 0,42 CHF | 0,43 CHF | 151 000 | 151 000 | 68 091 | 68 091 | 28 818 CHF | 29 701 CHF | 99,27% | 99,27% |
13/08/2024 | 3,71% | 0,41 CHF | 0,42 CHF | 152 000 | 152 000 | 68 004 | 68 004 | 27 872 CHF | 28 755 CHF | 100,00% | 100,00% |
12/08/2024 | 3,65% | 0,41 CHF | 0,42 CHF | 151 000 | 151 000 | 67 788 | 67 788 | 27 819 CHF | 28 701 CHF | 100,00% | 100,00% |
09/08/2024 | 3,71% | 0,41 CHF | 0,42 CHF | 152 000 | 152 000 | 67 945 | 67 945 | 27 549 CHF | 28 432 CHF | 99,73% | 99,73% |
08/08/2024 | 4,31% | 0,37 CHF | 0,38 CHF | 153 000 | 153 000 | 69 055 | 69 055 | 25 380 CHF | 26 280 CHF | 99,78% | 99,78% |
07/08/2024 | 4,06% | 0,40 CHF | 0,41 CHF | 152 000 | 152 000 | 68 690 | 68 690 | 26 259 CHF | 27 155 CHF | 99,59% | 99,59% |
06/08/2024 | 5,41% | 0,37 CHF | 0,38 CHF | 155 000 | 155 000 | 70 824 | 70 824 | 22 645 CHF | 23 620 CHF | 99,63% | 99,63% |
02/08/2024 | 3,47% | 0,44 CHF | 0,45 CHF | 152 000 | 152 000 | 67 339 | 67 339 | 30 844 CHF | 31 719 CHF | 98,80% | 98,80% |
30/07/2024 | 2,95% | 0,33 CHF | 0,34 CHF | 152 000 | 152 000 | 151 997 | 151 997 | 50 819 CHF | 52 339 CHF | 13,36% | 100,00% |