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 | 2,14% | 0,45 CHF | 0,46 CHF | 89 000 | 89 000 | 40 131 | 40 131 | 18 774 CHF | 19 176 CHF | 99,56% | 99,56% |
14/08/2024 | 2,04% | 0,49 CHF | 0,50 CHF | 91 000 | 91 000 | 41 063 | 41 063 | 20 280 CHF | 20 691 CHF | 99,26% | 99,26% |
13/08/2024 | 1,93% | 0,52 CHF | 0,53 CHF | 91 000 | 91 000 | 41 071 | 41 071 | 21 468 CHF | 21 880 CHF | 100,00% | 100,00% |
12/08/2024 | 2,01% | 0,52 CHF | 0,53 CHF | 91 000 | 91 000 | 40 861 | 40 861 | 20 820 CHF | 21 230 CHF | 99,14% | 99,14% |
09/08/2024 | 2,03% | 0,50 CHF | 0,51 CHF | 91 000 | 91 000 | 40 923 | 40 923 | 20 392 CHF | 20 802 CHF | 99,74% | 99,74% |
08/08/2024 | 1,74% | 0,53 CHF | 0,54 CHF | 91 000 | 91 000 | 41 789 | 41 789 | 23 777 CHF | 24 196 CHF | 99,97% | 99,97% |
07/08/2024 | 1,76% | 0,56 CHF | 0,57 CHF | 92 000 | 92 000 | 41 784 | 41 784 | 23 842 CHF | 24 261 CHF | 99,99% | 99,99% |
06/08/2024 | 1,80% | 0,60 CHF | 0,61 CHF | 95 000 | 95 000 | 42 866 | 42 866 | 26 901 CHF | 27 363 CHF | 99,95% | 99,95% |
02/08/2024 | 3,07% | 0,61 CHF | 0,62 CHF | 94 000 | 94 000 | 41 264 | 41 264 | 24 331 CHF | 24 956 CHF | 99,94% | 99,94% |
30/07/2024 | 3,31% | 0,55 CHF | 0,56 CHF | 89 000 | 89 000 | 40 059 | 40 059 | 21 408 CHF | 22 019 CHF | 99,58% | 99,58% |