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 | 3,14% | 0,43 CHF | 0,44 CHF | 165 000 | 165 000 | 75 252 | 75 252 | 35 414 CHF | 36 396 CHF | 99,89% | 99,89% |
14/08/2024 | 3,08% | 0,50 CHF | 0,51 CHF | 170 000 | 170 000 | 76 638 | 76 638 | 38 388 CHF | 39 383 CHF | 99,27% | 99,27% |
13/08/2024 | 2,66% | 0,56 CHF | 0,57 CHF | 175 000 | 175 000 | 78 446 | 78 446 | 45 410 CHF | 46 430 CHF | 100,00% | 100,00% |
12/08/2024 | 2,99% | 0,56 CHF | 0,57 CHF | 175 000 | 175 000 | 77 276 | 77 276 | 40 794 CHF | 41 797 CHF | 99,03% | 99,03% |
09/08/2024 | 3,11% | 0,52 CHF | 0,53 CHF | 175 000 | 175 000 | 76 642 | 76 642 | 38 255 CHF | 39 251 CHF | 99,88% | 99,88% |
08/08/2024 | 2,68% | 0,52 CHF | 0,53 CHF | 175 000 | 175 000 | 78 730 | 78 730 | 43 551 CHF | 44 578 CHF | 99,97% | 99,97% |
07/08/2024 | 2,91% | 0,53 CHF | 0,54 CHF | 175 000 | 175 000 | 78 422 | 78 422 | 41 261 CHF | 42 281 CHF | 100,00% | 100,00% |
06/08/2024 | 3,39% | 0,55 CHF | 0,56 CHF | 180 000 | 180 000 | 78 264 | 78 264 | 39 753 CHF | 40 830 CHF | 99,86% | 99,86% |
02/08/2024 | 4,09% | 0,51 CHF | 0,52 CHF | 175 000 | 175 000 | 74 318 | 74 318 | 31 438 CHF | 32 396 CHF | 99,92% | 99,92% |
30/07/2024 | - | 0,20 CHF | - CHF | 150 000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 99,90% |