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 | 15,52% | 0,11 CHF | 0,12 CHF | 112 000 | 112 000 | 32 844 | 32 844 | 3 761 CHF | 4 358 CHF | 78,26% | 78,26% |
14/08/2024 | 5,76% | 0,26 CHF | 0,27 CHF | 118 000 | 118 000 | 53 612 | 53 612 | 14 398 CHF | 15 093 CHF | 99,26% | 99,26% |
13/08/2024 | 2,64% | 0,25 CHF | 0,26 CHF | 118 000 | 118 000 | 54 649 | 54 649 | 19 776 CHF | 20 323 CHF | 100,00% | 100,00% |
12/08/2024 | 2,37% | 0,42 CHF | 0,43 CHF | 124 000 | 124 000 | 55 511 | 55 511 | 23 497 CHF | 24 054 CHF | 99,02% | 99,02% |
09/08/2024 | 2,32% | 0,45 CHF | 0,46 CHF | 126 000 | 126 000 | 55 982 | 55 982 | 24 604 CHF | 25 165 CHF | 99,86% | 99,86% |
08/08/2024 | 2,08% | 0,47 CHF | 0,48 CHF | 126 000 | 126 000 | 56 902 | 56 902 | 27 185 CHF | 27 755 CHF | 99,98% | 99,98% |
07/08/2024 | 2,12% | 0,44 CHF | 0,45 CHF | 124 000 | 124 000 | 56 908 | 56 908 | 26 602 CHF | 27 172 CHF | 99,99% | 99,99% |
06/08/2024 | 2,20% | 0,48 CHF | 0,49 CHF | 128 000 | 128 000 | 58 213 | 58 213 | 29 624 CHF | 30 252 CHF | 99,82% | 99,82% |
02/08/2024 | 2,05% | 0,49 CHF | 0,50 CHF | 128 000 | 128 000 | 57 029 | 57 029 | 28 002 CHF | 28 575 CHF | 99,94% | 99,94% |
30/07/2024 | 2,17% | 0,46 CHF | 0,47 CHF | 122 000 | 122 000 | 54 867 | 54 867 | 25 266 CHF | 25 816 CHF | 99,90% | 99,90% |