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 | 3,16% | 0,45 CHF | 0,46 CHF | 148 000 | 148 000 | 66 884 | 66 884 | 31 521 CHF | 32 393 CHF | 99,90% | 99,90% |
14/08/2024 | 3,03% | 0,51 CHF | 0,52 CHF | 151 000 | 151 000 | 68 092 | 68 092 | 34 588 CHF | 35 471 CHF | 99,27% | 99,27% |
13/08/2024 | 2,90% | 0,53 CHF | 0,54 CHF | 152 000 | 152 000 | 68 003 | 68 003 | 35 832 CHF | 36 716 CHF | 100,00% | 100,00% |
12/08/2024 | 2,92% | 0,53 CHF | 0,54 CHF | 151 000 | 151 000 | 68 020 | 68 020 | 35 991 CHF | 36 874 CHF | 99,23% | 99,23% |
09/08/2024 | 2,90% | 0,53 CHF | 0,54 CHF | 152 000 | 152 000 | 68 075 | 68 075 | 36 139 CHF | 37 023 CHF | 99,89% | 99,89% |
08/08/2024 | 2,65% | 0,57 CHF | 0,58 CHF | 153 000 | 153 000 | 69 089 | 69 089 | 39 112 CHF | 40 012 CHF | 99,95% | 99,95% |
07/08/2024 | 2,74% | 0,54 CHF | 0,55 CHF | 152 000 | 152 000 | 68 988 | 68 988 | 38 077 CHF | 38 975 CHF | 100,00% | 100,00% |
06/08/2024 | 2,70% | 0,55 CHF | 0,56 CHF | 155 000 | 155 000 | 70 752 | 70 752 | 42 695 CHF | 43 671 CHF | 99,79% | 99,79% |
02/08/2024 | 3,08% | 0,49 CHF | 0,50 CHF | 152 000 | 152 000 | 67 329 | 67 329 | 32 614 CHF | 33 488 CHF | 98,83% | 98,83% |
30/07/2024 | 2,33% | 0,63 CHF | 0,64 CHF | 152 000 | 152 000 | 68 838 | 68 838 | 44 753 CHF | 45 650 CHF | 99,99% | 99,99% |