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 | 2,18% | 0,72 CHF | 0,73 CHF | 112 000 | 112 000 | 50 025 | 50 025 | 36 176 CHF | 36 834 CHF | 99,89% | 99,89% |
14/08/2024 | 2,68% | 0,57 CHF | 0,58 CHF | 118 000 | 118 000 | 53 616 | 53 616 | 30 175 CHF | 30 870 CHF | 99,27% | 99,27% |
13/08/2024 | 2,30% | 0,59 CHF | 0,60 CHF | 118 000 | 118 000 | 54 646 | 54 646 | 25 715 CHF | 26 262 CHF | 100,00% | 100,00% |
12/08/2024 | 2,45% | 0,41 CHF | 0,42 CHF | 124 000 | 124 000 | 55 514 | 55 514 | 22 981 CHF | 23 538 CHF | 99,04% | 99,04% |
09/08/2024 | 2,53% | 0,39 CHF | 0,40 CHF | 126 000 | 126 000 | 55 974 | 55 974 | 21 998 CHF | 22 559 CHF | 99,85% | 99,85% |
08/08/2024 | 2,95% | 0,37 CHF | 0,38 CHF | 126 000 | 126 000 | 56 876 | 56 876 | 20 060 CHF | 20 630 CHF | 99,94% | 99,94% |
07/08/2024 | 2,86% | 0,40 CHF | 0,41 CHF | 124 000 | 124 000 | 56 886 | 56 886 | 20 691 CHF | 21 261 CHF | 99,96% | 99,96% |
06/08/2024 | 3,75% | 0,34 CHF | 0,35 CHF | 128 000 | 128 000 | 58 233 | 58 233 | 18 215 CHF | 18 843 CHF | 99,85% | 99,85% |
02/08/2024 | 2,93% | 0,34 CHF | 0,35 CHF | 128 000 | 128 000 | 56 967 | 56 967 | 19 745 CHF | 20 317 CHF | 99,85% | 99,85% |
30/07/2024 | 2,56% | 0,40 CHF | 0,41 CHF | 122 000 | 122 000 | 54 867 | 54 867 | 21 851 CHF | 22 401 CHF | 99,90% | 99,90% |