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 | 2,32% | 0,61 CHF | 0,62 CHF | 165 000 | 165 000 | 75 249 | 75 249 | 48 688 CHF | 49 670 CHF | 99,89% | 99,89% |
14/08/2024 | 2,28% | 0,68 CHF | 0,69 CHF | 170 000 | 170 000 | 76 629 | 76 629 | 51 781 CHF | 52 776 CHF | 99,25% | 99,25% |
13/08/2024 | 2,05% | 0,73 CHF | 0,74 CHF | 175 000 | 175 000 | 78 447 | 78 447 | 59 158 CHF | 60 178 CHF | 100,00% | 100,00% |
12/08/2024 | 2,23% | 0,73 CHF | 0,74 CHF | 175 000 | 175 000 | 77 222 | 77 222 | 54 329 CHF | 55 331 CHF | 98,99% | 98,99% |
09/08/2024 | 2,30% | 0,69 CHF | 0,70 CHF | 175 000 | 175 000 | 76 646 | 76 646 | 51 632 CHF | 52 628 CHF | 99,89% | 99,89% |
08/08/2024 | 2,06% | 0,70 CHF | 0,71 CHF | 175 000 | 175 000 | 78 677 | 78 677 | 57 389 CHF | 58 416 CHF | 99,92% | 99,92% |
07/08/2024 | 2,19% | 0,70 CHF | 0,71 CHF | 175 000 | 175 000 | 78 407 | 78 407 | 54 952 CHF | 55 972 CHF | 99,99% | 99,99% |
06/08/2024 | 2,52% | 0,73 CHF | 0,74 CHF | 180 000 | 180 000 | 78 332 | 78 332 | 53 336 CHF | 54 414 CHF | 99,93% | 99,93% |
02/08/2024 | 2,78% | 0,69 CHF | 0,70 CHF | 175 000 | 175 000 | 74 307 | 74 307 | 44 491 CHF | 45 449 CHF | 99,91% | 99,91% |
30/07/2024 | 3,95% | 0,36 CHF | 0,37 CHF | 150 000 | 150 000 | 67 339 | 67 339 | 25 697 CHF | 26 574 CHF | 99,89% | 99,89% |