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 | 2,07% | 0,46 CHF | 0,47 CHF | 275 000 | 275 000 | 277 259 | 277 259 | 132 574 CHF | 135 347 CHF | 100,00% | 100,00% |
14/08/2024 | 2,04% | 0,49 CHF | 0,50 CHF | 285 000 | 285 000 | 279 548 | 279 548 | 135 406 CHF | 138 202 CHF | 99,69% | 99,69% |
13/08/2024 | 2,01% | 0,49 CHF | 0,50 CHF | 285 000 | 285 000 | 283 670 | 283 670 | 139 406 CHF | 142 243 CHF | 99,74% | 99,74% |
12/08/2024 | 2,08% | 0,48 CHF | 0,49 CHF | 280 000 | 280 000 | 278 957 | 278 957 | 133 035 CHF | 135 826 CHF | 99,22% | 99,22% |
09/08/2024 | 2,16% | 0,47 CHF | 0,48 CHF | 280 000 | 280 000 | 278 844 | 278 844 | 127 931 CHF | 130 720 CHF | 100,00% | 100,00% |
08/08/2024 | 2,10% | 0,47 CHF | 0,48 CHF | 280 000 | 280 000 | 283 128 | 283 128 | 133 190 CHF | 136 021 CHF | 99,98% | 99,98% |
07/08/2024 | 2,21% | 0,46 CHF | 0,47 CHF | 280 000 | 280 000 | 279 414 | 279 414 | 124 843 CHF | 127 637 CHF | 99,99% | 99,99% |
06/08/2024 | 2,07% | 0,48 CHF | 0,49 CHF | 290 000 | 290 000 | 287 326 | 287 326 | 137 323 CHF | 140 196 CHF | 99,96% | 99,96% |
02/08/2024 | 2,49% | 0,42 CHF | 0,43 CHF | 275 000 | 275 000 | 269 500 | 269 500 | 108 057 CHF | 110 754 CHF | 99,99% | 99,99% |
30/07/2024 | 3,53% | 0,28 CHF | 0,29 CHF | 250 000 | 250 000 | 248 971 | 248 971 | 69 268 CHF | 71 757 CHF | 100,00% | 100,00% |