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 | 5,52% | 0,44 CHF | 0,45 CHF | 120 000 | 25 000 | 119 968 | 20 013 | 53 337 CHF | 9 374 CHF | 99,29% | 99,29% |
14/08/2024 | 5,52% | 0,44 CHF | 0,45 CHF | 120 000 | 25 000 | 119 707 | 19 913 | 52 804 CHF | 9 265 CHF | 85,81% | 85,81% |
13/08/2024 | 5,95% | 0,44 CHF | 0,45 CHF | 120 000 | 25 000 | 127 521 | 20 200 | 52 828 CHF | 8 888 CHF | 94,30% | 94,30% |
12/08/2024 | 5,86% | 0,42 CHF | 0,43 CHF | 120 000 | 25 000 | 122 562 | 20 015 | 51 266 CHF | 8 854 CHF | 99,11% | 99,11% |
09/08/2024 | 5,63% | 0,42 CHF | 0,43 CHF | 120 000 | 25 000 | 120 034 | 20 206 | 51 951 CHF | 9 218 CHF | 97,64% | 97,64% |
08/08/2024 | 5,61% | 0,44 CHF | 0,45 CHF | 120 000 | 25 000 | 119 827 | 19 994 | 52 597 CHF | 9 278 CHF | 95,99% | 95,99% |
07/08/2024 | 4,88% | 0,50 CHF | 0,51 CHF | 110 000 | 25 000 | 101 829 | 20 008 | 51 635 CHF | 10 631 CHF | 99,61% | 99,61% |
06/08/2024 | 4,77% | 0,52 CHF | 0,53 CHF | 100 000 | 25 000 | 100 330 | 20 091 | 51 961 CHF | 10 895 CHF | 98,49% | 98,49% |
02/08/2024 | 4,20% | 0,56 CHF | 0,57 CHF | 90 000 | 25 000 | 89 014 | 20 002 | 52 097 CHF | 12 221 CHF | 90,72% | 90,72% |
30/07/2024 | 3,73% | 0,57 CHF | 0,58 CHF | 90 000 | 25 000 | 88 068 | 19 993 | 53 465 CHF | 12 552 CHF | 65,35% | 65,35% |