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 | 2,76% | 0,39 CHF | 0,40 CHF | 260 000 | 260 000 | 97 444 | 97 444 | 40 123 CHF | 41 102 CHF | 96,31% | 96,31% |
14/08/2024 | 2,29% | 0,42 CHF | 0,43 CHF | 250 000 | 250 000 | 114 684 | 114 684 | 50 351 CHF | 51 503 CHF | 99,02% | 99,02% |
13/08/2024 | 2,20% | 0,47 CHF | 0,48 CHF | 250 000 | 250 000 | 114 502 | 114 502 | 53 215 CHF | 54 365 CHF | 100,00% | 100,00% |
12/08/2024 | 2,23% | 0,47 CHF | 0,48 CHF | 250 000 | 250 000 | 114 373 | 114 373 | 52 756 CHF | 53 909 CHF | 99,11% | 99,11% |
09/08/2024 | 2,37% | 0,43 CHF | 0,44 CHF | 250 000 | 250 000 | 114 590 | 114 590 | 48 921 CHF | 50 072 CHF | 99,89% | 99,89% |
08/08/2024 | 2,55% | 0,44 CHF | 0,45 CHF | 280 000 | 280 000 | 122 793 | 122 793 | 50 473 CHF | 51 707 CHF | 99,93% | 99,93% |
07/08/2024 | 2,58% | 0,38 CHF | 0,39 CHF | 280 000 | 280 000 | 122 360 | 122 360 | 47 660 CHF | 48 889 CHF | 99,97% | 99,97% |
06/08/2024 | 3,48% | 0,38 CHF | 0,39 CHF | 300 000 | 300 000 | 135 082 | 135 082 | 48 994 CHF | 50 570 CHF | 99,84% | 99,84% |
02/08/2024 | 3,04% | 0,32 CHF | 0,33 CHF | 270 000 | 270 000 | 121 106 | 121 106 | 39 979 CHF | 41 195 CHF | 99,67% | 99,67% |
30/07/2024 | 2,59% | 0,39 CHF | 0,40 CHF | 270 000 | 270 000 | 121 156 | 121 156 | 47 910 CHF | 49 127 CHF | 100,00% | 100,00% |