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 | 3,45% | 0,45 CHF | 0,46 CHF | 112 000 | 112 000 | 50 061 | 50 061 | 22 606 CHF | 23 265 CHF | 99,89% | 99,89% |
14/08/2024 | 2,57% | 0,60 CHF | 0,61 CHF | 118 000 | 118 000 | 53 616 | 53 616 | 32 256 CHF | 32 952 CHF | 99,27% | 99,27% |
13/08/2024 | 1,41% | 0,58 CHF | 0,59 CHF | 118 000 | 118 000 | 54 649 | 54 649 | 37 991 CHF | 38 538 CHF | 100,00% | 100,00% |
12/08/2024 | 1,34% | 0,76 CHF | 0,77 CHF | 124 000 | 124 000 | 55 518 | 55 518 | 41 959 CHF | 42 516 CHF | 99,04% | 99,04% |
09/08/2024 | 1,32% | 0,78 CHF | 0,79 CHF | 126 000 | 126 000 | 55 996 | 55 996 | 43 214 CHF | 43 775 CHF | 99,88% | 99,88% |
08/08/2024 | 1,24% | 0,80 CHF | 0,81 CHF | 126 000 | 126 000 | 56 847 | 56 847 | 45 942 CHF | 46 511 CHF | 99,89% | 99,89% |
07/08/2024 | 1,26% | 0,77 CHF | 0,78 CHF | 124 000 | 124 000 | 56 904 | 56 904 | 45 394 CHF | 45 964 CHF | 99,98% | 99,98% |
06/08/2024 | 1,36% | 0,80 CHF | 0,81 CHF | 128 000 | 128 000 | 58 209 | 58 209 | 48 667 CHF | 49 296 CHF | 99,82% | 99,82% |
02/08/2024 | 1,23% | 0,82 CHF | 0,83 CHF | 128 000 | 128 000 | 57 029 | 57 029 | 46 906 CHF | 47 479 CHF | 99,94% | 99,94% |
30/07/2024 | 1,26% | 0,80 CHF | 0,81 CHF | 122 000 | 122 000 | 54 862 | 54 862 | 43 894 CHF | 44 443 CHF | 99,89% | 99,89% |