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 | 5,13% | 0,24 CHF | 0,25 CHF | 320 000 | 320 000 | 325 301 | 325 301 | 62 831 CHF | 66 084 CHF | 99,99% | 99,99% |
14/08/2024 | 5,34% | 0,19 CHF | 0,20 CHF | 330 000 | 330 000 | 327 846 | 327 846 | 59 826 CHF | 63 104 CHF | 99,27% | 99,27% |
13/08/2024 | 6,00% | 0,17 CHF | 0,18 CHF | 330 000 | 330 000 | 331 517 | 331 517 | 53 654 CHF | 56 969 CHF | 99,92% | 99,92% |
12/08/2024 | 6,66% | 0,14 CHF | 0,16 CHF | 335 000 | 335 000 | 333 458 | 333 458 | 48 482 CHF | 51 818 CHF | 100,00% | 100,00% |
09/08/2024 | 6,95% | 0,14 CHF | 0,14 CHF | 340 000 | 340 000 | 335 323 | 335 323 | 46 702 CHF | 50 055 CHF | 99,98% | 99,98% |
08/08/2024 | 7,63% | 0,18 CHF | 0,19 CHF | 335 000 | 335 000 | 338 831 | 338 831 | 44 431 CHF | 47 819 CHF | 99,39% | 99,39% |
07/08/2024 | - | 0,14 CHF | - CHF | 340 000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 99,98% |
06/08/2024 | - | 0,10 CHF | - CHF | 345 000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 99,94% |
02/08/2024 | 4,80% | 0,14 CHF | 0,20 CHF | 340 000 | 330 000 | 330 000 | 330 000 | 67 285 CHF | 70 585 CHF | 44,27% | 99,92% |
30/07/2024 | 2,80% | 0,34 CHF | 0,35 CHF | 310 000 | 310 000 | 308 725 | 308 725 | 108 873 CHF | 111 960 CHF | 99,98% | 99,98% |