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 | 4,75% | 0,37 CHF | 0,38 CHF | 140 000 | 25 000 | 135 259 | 20 014 | 51 610 CHF | 7 983 CHF | 99,28% | 99,28% |
14/08/2024 | 4,81% | 0,38 CHF | 0,39 CHF | 140 000 | 25 000 | 139 399 | 19 915 | 52 767 CHF | 7 891 CHF | 85,78% | 85,78% |
13/08/2024 | 5,15% | 0,37 CHF | 0,38 CHF | 140 000 | 25 000 | 147 907 | 20 216 | 52 026 CHF | 7 494 CHF | 94,14% | 94,14% |
12/08/2024 | 5,08% | 0,35 CHF | 0,36 CHF | 150 000 | 25 000 | 146 044 | 20 017 | 51 913 CHF | 7 463 CHF | 99,08% | 99,08% |
09/08/2024 | 4,82% | 0,36 CHF | 0,37 CHF | 150 000 | 25 000 | 141 463 | 20 208 | 52 378 CHF | 7 821 CHF | 97,63% | 97,63% |
08/08/2024 | 4,85% | 0,37 CHF | 0,38 CHF | 140 000 | 25 000 | 138 977 | 19 998 | 52 364 CHF | 7 906 CHF | 96,06% | 96,06% |
07/08/2024 | 4,09% | 0,43 CHF | 0,44 CHF | 120 000 | 25 000 | 118 443 | 20 012 | 52 708 CHF | 9 253 CHF | 99,62% | 99,62% |
06/08/2024 | 3,99% | 0,46 CHF | 0,47 CHF | 110 000 | 25 000 | 113 166 | 20 087 | 51 623 CHF | 9 521 CHF | 98,37% | 98,37% |
02/08/2024 | 3,51% | 0,50 CHF | 0,51 CHF | 110 000 | 25 000 | 99 115 | 20 001 | 51 793 CHF | 10 838 CHF | 90,65% | 90,65% |
30/07/2024 | 3,27% | 0,50 CHF | 0,51 CHF | 100 000 | 25 000 | 98 430 | 19 995 | 53 358 CHF | 11 157 CHF | 65,31% | 65,31% |