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 | 5,07% | 0,27 CHF | 0,28 CHF | 148 000 | 148 000 | 66 881 | 66 881 | 19 158 CHF | 20 031 CHF | 99,89% | 99,89% |
14/08/2024 | 4,71% | 0,33 CHF | 0,34 CHF | 151 000 | 151 000 | 68 093 | 68 093 | 22 170 CHF | 23 053 CHF | 99,27% | 99,27% |
13/08/2024 | 4,45% | 0,34 CHF | 0,35 CHF | 152 000 | 152 000 | 68 003 | 68 003 | 23 203 CHF | 24 086 CHF | 100,00% | 100,00% |
12/08/2024 | 4,46% | 0,34 CHF | 0,35 CHF | 151 000 | 151 000 | 68 012 | 68 012 | 23 504 CHF | 24 387 CHF | 99,25% | 99,25% |
09/08/2024 | 4,41% | 0,35 CHF | 0,36 CHF | 152 000 | 152 000 | 68 081 | 68 081 | 23 644 CHF | 24 529 CHF | 99,90% | 99,90% |
08/08/2024 | 3,84% | 0,38 CHF | 0,39 CHF | 153 000 | 153 000 | 69 111 | 69 111 | 26 488 CHF | 27 387 CHF | 99,97% | 99,97% |
07/08/2024 | 4,03% | 0,35 CHF | 0,36 CHF | 152 000 | 152 000 | 68 976 | 68 976 | 25 501 CHF | 26 399 CHF | 99,99% | 99,99% |
06/08/2024 | 3,80% | 0,37 CHF | 0,38 CHF | 155 000 | 155 000 | 70 749 | 70 749 | 29 888 CHF | 30 863 CHF | 99,79% | 99,79% |
02/08/2024 | 4,83% | 0,31 CHF | 0,32 CHF | 152 000 | 152 000 | 67 358 | 67 358 | 20 260 CHF | 21 135 CHF | 98,88% | 98,88% |
30/07/2024 | 2,05% | 0,44 CHF | 0,50 CHF | 152 000 | 62 000 | 62 000 | 62 000 | 29 979 CHF | 30 599 CHF | 0,09% | 99,99% |