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 | 2,98% | 0,37 CHF | 0,38 CHF | 80 000 | 80 000 | 34 932 | 34 932 | 12 140 CHF | 12 491 CHF | 99,78% | 99,78% |
14/08/2024 | 3,12% | 0,32 CHF | 0,33 CHF | 80 000 | 80 000 | 34 910 | 34 910 | 11 327 CHF | 11 678 CHF | 99,27% | 99,27% |
13/08/2024 | 3,26% | 0,32 CHF | 0,33 CHF | 80 000 | 80 000 | 34 883 | 34 883 | 10 946 CHF | 11 296 CHF | 100,00% | 100,00% |
12/08/2024 | 2,98% | 0,32 CHF | 0,33 CHF | 80 000 | 80 000 | 34 759 | 34 759 | 11 650 CHF | 12 001 CHF | 99,88% | 99,88% |
09/08/2024 | 2,85% | 0,36 CHF | 0,37 CHF | 80 000 | 80 000 | 34 909 | 34 909 | 12 403 CHF | 12 754 CHF | 99,88% | 99,88% |
08/08/2024 | 3,63% | 0,34 CHF | 0,35 CHF | 80 000 | 80 000 | 34 852 | 34 852 | 10 384 CHF | 10 734 CHF | 99,93% | 99,93% |
07/08/2024 | 3,63% | 0,30 CHF | 0,31 CHF | 80 000 | 80 000 | 34 880 | 34 880 | 9 823 CHF | 10 173 CHF | 99,99% | 99,99% |
06/08/2024 | 4,28% | 0,25 CHF | 0,26 CHF | 80 000 | 80 000 | 37 259 | 37 259 | 9 460 CHF | 9 848 CHF | 99,94% | 99,94% |
02/08/2024 | 5,36% | 0,27 CHF | 0,28 CHF | 80 000 | 80 000 | 34 625 | 34 625 | 9 251 CHF | 9 696 CHF | 99,92% | 99,92% |
30/07/2024 | 4,92% | 0,33 CHF | 0,34 CHF | 80 000 | 80 000 | 34 911 | 34 911 | 11 817 CHF | 12 310 CHF | 99,89% | 99,89% |