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 | 5,62% | 0,31 CHF | 0,32 CHF | 160 000 | 25 000 | 161 486 | 20 014 | 51 981 CHF | 6 788 CHF | 99,28% | 99,28% |
14/08/2024 | 5,69% | 0,32 CHF | 0,33 CHF | 160 000 | 25 000 | 160 373 | 19 915 | 51 188 CHF | 6 711 CHF | 85,78% | 85,78% |
13/08/2024 | 6,14% | 0,31 CHF | 0,32 CHF | 170 000 | 25 000 | 177 005 | 20 217 | 51 699 CHF | 6 288 CHF | 94,13% | 94,13% |
12/08/2024 | 6,11% | 0,29 CHF | 0,30 CHF | 180 000 | 25 000 | 172 531 | 20 017 | 51 029 CHF | 6 270 CHF | 99,09% | 99,09% |
09/08/2024 | 5,74% | 0,30 CHF | 0,31 CHF | 170 000 | 25 000 | 164 008 | 20 207 | 50 967 CHF | 6 622 CHF | 97,60% | 97,60% |
08/08/2024 | 5,74% | 0,31 CHF | 0,32 CHF | 160 000 | 25 000 | 161 177 | 19 997 | 51 213 CHF | 6 725 CHF | 95,99% | 95,99% |
07/08/2024 | 4,72% | 0,37 CHF | 0,38 CHF | 140 000 | 25 000 | 134 375 | 20 012 | 51 842 CHF | 8 071 CHF | 99,61% | 99,61% |
06/08/2024 | 4,57% | 0,40 CHF | 0,41 CHF | 130 000 | 25 000 | 130 409 | 20 092 | 51 869 CHF | 8 348 CHF | 98,48% | 98,48% |
02/08/2024 | 3,95% | 0,44 CHF | 0,45 CHF | 120 000 | 25 000 | 112 197 | 20 000 | 51 923 CHF | 9 648 CHF | 90,63% | 90,63% |
30/07/2024 | 3,68% | 0,44 CHF | 0,45 CHF | 120 000 | 25 000 | 109 593 | 19 995 | 52 766 CHF | 9 946 CHF | 65,30% | 65,30% |