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 | 7,36% | 0,12 CHF | 0,13 CHF | 240 000 | 240 000 | 239 008 | 239 008 | 31 501 CHF | 33 891 CHF | 99,76% | 99,76% |
14/08/2024 | 5,85% | 0,16 CHF | 0,17 CHF | 240 000 | 240 000 | 242 298 | 242 298 | 40 267 CHF | 42 690 CHF | 99,05% | 99,05% |
13/08/2024 | 5,45% | 0,18 CHF | 0,19 CHF | 250 000 | 250 000 | 248 966 | 248 966 | 44 477 CHF | 46 967 CHF | 99,73% | 99,73% |
12/08/2024 | 5,42% | 0,18 CHF | 0,19 CHF | 250 000 | 250 000 | 248 834 | 248 834 | 44 714 CHF | 47 203 CHF | 99,03% | 99,03% |
09/08/2024 | 5,06% | 0,19 CHF | 0,20 CHF | 250 000 | 250 000 | 248 957 | 248 957 | 47 994 CHF | 50 484 CHF | 98,83% | 98,83% |
08/08/2024 | 4,73% | 0,20 CHF | 0,21 CHF | 250 000 | 250 000 | 248 946 | 248 946 | 51 487 CHF | 53 976 CHF | 96,77% | 96,77% |
07/08/2024 | 3,87% | 0,24 CHF | 0,25 CHF | 250 000 | 250 000 | 257 669 | 257 669 | 65 336 CHF | 67 913 CHF | 90,34% | 90,34% |
06/08/2024 | 3,48% | 0,28 CHF | 0,29 CHF | 260 000 | 260 000 | 259 659 | 259 659 | 73 401 CHF | 75 997 CHF | 87,76% | 87,76% |
02/08/2024 | 4,50% | 0,23 CHF | 0,24 CHF | 260 000 | 260 000 | 249 299 | 249 299 | 54 256 CHF | 56 749 CHF | 97,09% | 97,09% |
30/07/2024 | 7,15% | 0,13 CHF | 0,14 CHF | 240 000 | 240 000 | 239 009 | 239 009 | 32 388 CHF | 34 778 CHF | 99,88% | 99,88% |