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 | 2,17% | 0,66 CHF | 0,67 CHF | 132 000 | 132 000 | 61 324 | 61 324 | 30 893 CHF | 31 508 CHF | 99,87% | 99,87% |
14/08/2024 | 2,28% | 0,41 CHF | 0,42 CHF | 140 000 | 140 000 | 63 072 | 63 072 | 27 290 CHF | 27 922 CHF | 99,27% | 99,27% |
13/08/2024 | 2,60% | 0,38 CHF | 0,39 CHF | 142 000 | 142 000 | 63 612 | 63 612 | 24 779 CHF | 25 416 CHF | 99,99% | 99,99% |
12/08/2024 | 1,87% | 0,46 CHF | 0,47 CHF | 138 000 | 138 000 | 61 006 | 61 006 | 31 882 CHF | 32 494 CHF | 99,84% | 99,84% |
09/08/2024 | 4,98% | 0,48 CHF | 0,49 CHF | 138 000 | 138 000 | 40 210 | 40 210 | 20 074 CHF | 20 916 CHF | 99,87% | 99,87% |
08/08/2024 | 2,36% | 0,52 CHF | 0,53 CHF | 138 000 | 138 000 | 62 897 | 62 897 | 28 310 CHF | 28 940 CHF | 99,88% | 99,88% |
07/08/2024 | 2,11% | 0,51 CHF | 0,52 CHF | 138 000 | 138 000 | 61 720 | 61 720 | 30 536 CHF | 31 158 CHF | 100,00% | 100,00% |
06/08/2024 | 2,18% | 0,41 CHF | 0,42 CHF | 142 000 | 142 000 | 62 625 | 62 625 | 31 492 CHF | 32 167 CHF | 99,84% | 99,84% |
02/08/2024 | 2,63% | 0,71 CHF | 0,72 CHF | 132 000 | 132 000 | 42 442 | 42 442 | 34 405 CHF | 35 061 CHF | 99,79% | 99,79% |
30/07/2024 | 0,79% | 2,15 CHF | 2,16 CHF | 94 000 | 94 000 | 41 170 | 41 170 | 94 260 CHF | 94 885 CHF | 99,89% | 99,89% |