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 | 1,81% | 0,57 CHF | 0,58 CHF | 295 000 | 295 000 | 93 655 | 93 655 | 52 526 CHF | 53 463 CHF | 99,64% | 99,64% |
14/08/2024 | 1,82% | 0,55 CHF | 0,56 CHF | 295 000 | 295 000 | 94 431 | 94 431 | 52 098 CHF | 53 044 CHF | 99,71% | 99,71% |
13/08/2024 | 1,67% | 0,57 CHF | 0,58 CHF | 300 000 | 300 000 | 95 772 | 95 772 | 56 848 CHF | 57 807 CHF | 100,00% | 100,00% |
12/08/2024 | 1,73% | 0,61 CHF | 0,62 CHF | 300 000 | 300 000 | 95 984 | 95 984 | 57 422 CHF | 58 385 CHF | 99,01% | 99,01% |
09/08/2024 | 1,72% | 0,60 CHF | 0,61 CHF | 305 000 | 305 000 | 97 321 | 97 321 | 58 828 CHF | 59 803 CHF | 98,38% | 98,38% |
08/08/2024 | 1,64% | 0,59 CHF | 0,60 CHF | 300 000 | 300 000 | 96 696 | 96 696 | 59 360 CHF | 60 328 CHF | 99,98% | 99,98% |
07/08/2024 | 2,32% | 0,60 CHF | 0,61 CHF | 300 000 | 300 000 | 83 906 | 83 906 | 53 898 CHF | 54 822 CHF | 97,44% | 97,44% |
06/08/2024 | - | 0,34 CHF | - CHF | 270 000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 99,97% |
02/08/2024 | - | 0,38 CHF | - CHF | 275 000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 99,37% |