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 |
---|---|---|---|---|---|---|---|---|---|---|---|
29/08/2024 | 2,19% | 0,48 CHF | 0,49 CHF | 70 000 | 70 000 | 69 441 | 69 441 | 31 861 CHF | 32 561 CHF | 99,92% | 99,92% |
28/08/2024 | 2,44% | 0,41 CHF | 0,42 CHF | 70 000 | 70 000 | 69 438 | 69 438 | 28 631 CHF | 29 331 CHF | 100,00% | 100,00% |
27/08/2024 | 2,40% | 0,41 CHF | 0,42 CHF | 70 000 | 70 000 | 69 946 | 69 946 | 28 885 CHF | 29 585 CHF | 89,90% | 89,90% |
26/08/2024 | 2,22% | 0,43 CHF | 0,44 CHF | 70 000 | 70 000 | 69 891 | 69 891 | 31 275 CHF | 31 975 CHF | 99,94% | 99,94% |
23/08/2024 | 2,33% | 0,46 CHF | 0,47 CHF | 70 000 | 70 000 | 70 000 | 70 000 | 29 820 CHF | 30 520 CHF | 92,76% | 92,76% |
22/08/2024 | 2,55% | 0,39 CHF | 0,40 CHF | 70 000 | 70 000 | 69 995 | 69 995 | 27 122 CHF | 27 822 CHF | 93,69% | 93,69% |
21/08/2024 | 2,58% | 0,39 CHF | 0,40 CHF | 70 000 | 70 000 | 70 000 | 70 000 | 26 793 CHF | 27 493 CHF | 95,78% | 95,78% |
20/08/2024 | 2,50% | 0,39 CHF | 0,40 CHF | 70 000 | 70 000 | 69 982 | 69 982 | 27 643 CHF | 28 343 CHF | 95,81% | 95,81% |
19/08/2024 | 2,47% | 0,41 CHF | 0,42 CHF | 70 000 | 70 000 | 69 846 | 69 846 | 28 054 CHF | 28 754 CHF | 99,41% | 99,41% |
16/08/2024 | 2,49% | 0,40 CHF | 0,41 CHF | 70 000 | 70 000 | 70 000 | 70 000 | 27 800 CHF | 28 500 CHF | 99,56% | 99,56% |