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 | 5,45% | 0,18 CHF | 0,19 CHF | 420 000 | 420 000 | 418 233 | 418 233 | 74 709 CHF | 78 891 CHF | 97,89% | 97,89% |
14/08/2024 | 5,84% | 0,18 CHF | 0,19 CHF | 420 000 | 420 000 | 418 237 | 418 237 | 69 598 CHF | 73 781 CHF | 98,22% | 98,22% |
13/08/2024 | 6,20% | 0,16 CHF | 0,17 CHF | 430 000 | 430 000 | 428 203 | 428 203 | 66 963 CHF | 71 245 CHF | 98,65% | 98,65% |
12/08/2024 | 6,48% | 0,15 CHF | 0,16 CHF | 430 000 | 430 000 | 427 910 | 427 910 | 64 026 CHF | 68 308 CHF | 95,30% | 95,30% |
09/08/2024 | 7,21% | 0,14 CHF | 0,16 CHF | 430 000 | 430 000 | 428 198 | 428 198 | 57 323 CHF | 61 605 CHF | 98,50% | 98,50% |
08/08/2024 | 7,46% | 0,13 CHF | 0,14 CHF | 430 000 | 430 000 | 435 395 | 435 395 | 56 312 CHF | 60 666 CHF | 96,20% | 96,20% |
07/08/2024 | - | 0,10 CHF | - CHF | 440 000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 100,00% |
06/08/2024 | - | 0,07 CHF | - CHF | 450 000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 99,95% |
02/08/2024 | 9,53% | 0,10 CHF | 0,11 CHF | 440 000 | 440 000 | 438 115 | 438 115 | 44 251 CHF | 48 632 CHF | 96,10% | 96,10% |
30/07/2024 | 8,64% | 0,11 CHF | 0,12 CHF | 430 000 | 430 000 | 428 197 | 428 197 | 47 491 CHF | 51 773 CHF | 98,27% | 98,27% |