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 | 1,24% | 0,81 CHF | 0,82 CHF | 60 000 | 60 000 | 33 039 | 33 039 | 26 919 CHF | 27 250 CHF | 99,89% | 99,89% |
14/08/2024 | 1,28% | 0,77 CHF | 0,78 CHF | 60 000 | 60 000 | 32 929 | 32 929 | 26 176 CHF | 26 508 CHF | 99,13% | 99,13% |
13/08/2024 | 1,31% | 0,82 CHF | 0,83 CHF | 60 000 | 60 000 | 23 098 | 23 098 | 18 300 CHF | 18 532 CHF | 99,52% | 99,52% |
12/08/2024 | 1,73% | 0,74 CHF | 0,75 CHF | 60 000 | 60 000 | 28 017 | 28 017 | 17 788 CHF | 18 071 CHF | 98,41% | 98,41% |
09/08/2024 | 1,97% | 0,50 CHF | 0,51 CHF | 65 000 | 65 000 | 35 570 | 35 570 | 18 104 CHF | 18 460 CHF | 98,38% | 98,38% |
08/08/2024 | 2,28% | 0,47 CHF | 0,48 CHF | 65 000 | 65 000 | 37 220 | 37 220 | 16 648 CHF | 17 021 CHF | 99,97% | 99,97% |
07/08/2024 | 1,92% | 0,50 CHF | 0,51 CHF | 65 000 | 65 000 | 36 019 | 36 019 | 18 874 CHF | 19 235 CHF | 99,07% | 99,07% |
06/08/2024 | 2,13% | 0,48 CHF | 0,49 CHF | 70 000 | 70 000 | 37 131 | 37 131 | 17 881 CHF | 18 253 CHF | 99,98% | 99,98% |
02/08/2024 | 1,47% | 0,55 CHF | 0,56 CHF | 65 000 | 65 000 | 33 381 | 33 381 | 22 632 CHF | 22 966 CHF | 99,93% | 99,93% |
30/07/2024 | 1,57% | 0,63 CHF | 0,64 CHF | 65 000 | 65 000 | 35 178 | 35 178 | 22 732 CHF | 23 085 CHF | 99,89% | 99,89% |