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 | 1,65% | 0,64 CHF | 0,65 CHF | 120 000 | 120 000 | 119 505 | 119 505 | 72 038 CHF | 73 233 CHF | 99,98% | 99,98% |
14/08/2024 | 1,87% | 0,55 CHF | 0,56 CHF | 120 000 | 120 000 | 121 151 | 121 151 | 64 333 CHF | 65 545 CHF | 99,12% | 99,12% |
13/08/2024 | 1,97% | 0,51 CHF | 0,52 CHF | 125 000 | 125 000 | 124 484 | 124 484 | 62 648 CHF | 63 893 CHF | 99,97% | 99,97% |
12/08/2024 | 1,97% | 0,50 CHF | 0,51 CHF | 125 000 | 125 000 | 124 418 | 124 418 | 62 591 CHF | 63 836 CHF | 99,17% | 99,17% |
09/08/2024 | 2,08% | 0,49 CHF | 0,50 CHF | 125 000 | 125 000 | 124 484 | 124 484 | 59 202 CHF | 60 446 CHF | 99,97% | 99,97% |
08/08/2024 | 2,23% | 0,46 CHF | 0,47 CHF | 125 000 | 125 000 | 124 484 | 124 484 | 55 223 CHF | 56 467 CHF | 98,81% | 98,81% |
07/08/2024 | 2,81% | 0,38 CHF | 0,39 CHF | 125 000 | 125 000 | 128 915 | 128 915 | 45 393 CHF | 46 682 CHF | 99,72% | 99,72% |
06/08/2024 | 3,26% | 0,29 CHF | 0,30 CHF | 130 000 | 130 000 | 129 270 | 129 270 | 39 003 CHF | 40 296 CHF | 73,44% | 99,81% |
02/08/2024 | 2,30% | 0,40 CHF | 0,41 CHF | 130 000 | 130 000 | 124 655 | 124 655 | 53 509 CHF | 54 755 CHF | 98,27% | 98,27% |
30/07/2024 | 1,62% | 0,63 CHF | 0,64 CHF | 120 000 | 120 000 | 119 505 | 119 505 | 73 199 CHF | 74 394 CHF | 99,87% | 99,87% |