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 | 2,28% | 0,48 CHF | 0,49 CHF | 120 000 | 120 000 | 128 660 | 128 660 | 55 904 CHF | 57 190 CHF | 100,00% | 100,00% |
14/08/2024 | 2,47% | 0,42 CHF | 0,43 CHF | 130 000 | 130 000 | 130 000 | 130 000 | 52 086 CHF | 53 386 CHF | 99,69% | 99,69% |
13/08/2024 | 2,62% | 0,41 CHF | 0,42 CHF | 130 000 | 130 000 | 129 835 | 129 835 | 49 139 CHF | 50 441 CHF | 99,74% | 99,74% |
12/08/2024 | 2,68% | 0,38 CHF | 0,39 CHF | 140 000 | 140 000 | 139 868 | 139 868 | 51 579 CHF | 52 979 CHF | 98,99% | 98,99% |
09/08/2024 | 2,69% | 0,36 CHF | 0,37 CHF | 140 000 | 140 000 | 140 000 | 140 000 | 51 364 CHF | 52 764 CHF | 99,99% | 99,99% |
08/08/2024 | 2,78% | 0,36 CHF | 0,37 CHF | 140 000 | 140 000 | 140 000 | 140 000 | 49 675 CHF | 51 075 CHF | 99,96% | 99,96% |
07/08/2024 | 2,77% | 0,37 CHF | 0,38 CHF | 140 000 | 140 000 | 140 276 | 140 276 | 49 926 CHF | 51 328 CHF | 99,98% | 99,98% |
06/08/2024 | 2,92% | 0,33 CHF | 0,34 CHF | 150 000 | 150 000 | 146 219 | 146 219 | 49 394 CHF | 50 856 CHF | 99,98% | 99,98% |
02/08/2024 | 2,41% | 0,40 CHF | 0,41 CHF | 130 000 | 130 000 | 130 000 | 130 000 | 53 399 CHF | 54 699 CHF | 99,99% | 99,99% |
30/07/2024 | 2,34% | 0,44 CHF | 0,45 CHF | 130 000 | 130 000 | 130 000 | 130 000 | 55 022 CHF | 56 322 CHF | 100,00% | 100,00% |