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 | 5,68% | 0,28 CHF | 0,29 CHF | 112 000 | 112 000 | 50 054 | 50 054 | 13 876 CHF | 14 546 CHF | 99,88% | 99,88% |
14/08/2024 | 3,61% | 0,42 CHF | 0,43 CHF | 118 000 | 118 000 | 53 618 | 53 618 | 22 949 CHF | 23 645 CHF | 99,26% | 99,26% |
13/08/2024 | 1,86% | 0,41 CHF | 0,42 CHF | 118 000 | 118 000 | 54 647 | 54 647 | 28 490 CHF | 29 037 CHF | 100,00% | 100,00% |
12/08/2024 | 1,73% | 0,58 CHF | 0,59 CHF | 124 000 | 124 000 | 55 517 | 55 517 | 32 330 CHF | 32 887 CHF | 99,02% | 99,02% |
09/08/2024 | 1,70% | 0,61 CHF | 0,62 CHF | 126 000 | 126 000 | 56 001 | 56 001 | 33 497 CHF | 34 058 CHF | 99,89% | 99,89% |
08/08/2024 | 1,57% | 0,62 CHF | 0,63 CHF | 126 000 | 126 000 | 56 862 | 56 862 | 36 126 CHF | 36 696 CHF | 99,91% | 99,91% |
07/08/2024 | 1,59% | 0,59 CHF | 0,60 CHF | 124 000 | 124 000 | 56 914 | 56 914 | 35 595 CHF | 36 166 CHF | 99,99% | 99,99% |
06/08/2024 | 1,70% | 0,63 CHF | 0,64 CHF | 128 000 | 128 000 | 58 213 | 58 213 | 38 678 CHF | 39 306 CHF | 99,82% | 99,82% |
02/08/2024 | 1,56% | 0,65 CHF | 0,66 CHF | 128 000 | 128 000 | 56 989 | 56 989 | 36 981 CHF | 37 554 CHF | 99,89% | 99,89% |
30/07/2024 | 1,62% | 0,62 CHF | 0,63 CHF | 122 000 | 122 000 | 54 867 | 54 867 | 34 153 CHF | 34 703 CHF | 99,90% | 99,90% |