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 | 2,74% | 0,34 CHF | 0,35 CHF | 275 000 | 275 000 | 277 260 | 277 260 | 100 001 CHF | 102 774 CHF | 100,00% | 100,00% |
14/08/2024 | 2,66% | 0,38 CHF | 0,39 CHF | 285 000 | 285 000 | 279 547 | 279 547 | 103 646 CHF | 106 441 CHF | 99,69% | 99,69% |
13/08/2024 | 2,61% | 0,38 CHF | 0,39 CHF | 285 000 | 285 000 | 283 669 | 283 669 | 107 273 CHF | 110 110 CHF | 99,74% | 99,74% |
12/08/2024 | 2,73% | 0,37 CHF | 0,38 CHF | 280 000 | 280 000 | 278 956 | 278 956 | 100 961 CHF | 103 752 CHF | 99,19% | 99,19% |
09/08/2024 | 2,86% | 0,35 CHF | 0,36 CHF | 280 000 | 280 000 | 278 844 | 278 844 | 96 171 CHF | 98 960 CHF | 100,00% | 100,00% |
08/08/2024 | 2,76% | 0,36 CHF | 0,37 CHF | 280 000 | 280 000 | 283 127 | 283 127 | 101 367 CHF | 104 199 CHF | 100,00% | 100,00% |
07/08/2024 | 2,97% | 0,34 CHF | 0,35 CHF | 280 000 | 280 000 | 279 415 | 279 415 | 92 794 CHF | 95 588 CHF | 99,99% | 99,99% |
06/08/2024 | 2,71% | 0,36 CHF | 0,37 CHF | 290 000 | 290 000 | 287 325 | 287 325 | 104 752 CHF | 107 625 CHF | 99,94% | 99,94% |
02/08/2024 | 3,46% | 0,30 CHF | 0,31 CHF | 275 000 | 275 000 | 269 500 | 269 500 | 77 383 CHF | 80 081 CHF | 100,00% | 100,00% |
30/07/2024 | 5,96% | 0,17 CHF | 0,18 CHF | 250 000 | 250 000 | 248 972 | 248 972 | 40 569 CHF | 43 059 CHF | 100,00% | 100,00% |