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 | 3,85% | 0,50 CHF | 0,51 CHF | 100 000 | 25 000 | 108 304 | 20 015 | 52 042 CHF | 10 019 CHF | 99,26% | 99,26% |
14/08/2024 | 3,84% | 0,49 CHF | 0,50 CHF | 110 000 | 25 000 | 109 813 | 19 917 | 52 685 CHF | 9 926 CHF | 85,76% | 85,76% |
13/08/2024 | 3,55% | 0,50 CHF | 0,51 CHF | 110 000 | 25 000 | 101 479 | 20 205 | 51 648 CHF | 10 636 CHF | 94,24% | 94,24% |
12/08/2024 | 3,62% | 0,52 CHF | 0,53 CHF | 100 000 | 25 000 | 100 909 | 20 018 | 51 242 CHF | 10 549 CHF | 99,07% | 99,07% |
09/08/2024 | 3,72% | 0,51 CHF | 0,52 CHF | 100 000 | 25 000 | 107 800 | 20 209 | 52 917 CHF | 10 319 CHF | 97,60% | 97,60% |
08/08/2024 | 3,82% | 0,50 CHF | 0,51 CHF | 110 000 | 25 000 | 109 999 | 20 005 | 52 906 CHF | 9 986 CHF | 96,19% | 96,19% |
07/08/2024 | 4,42% | 0,44 CHF | 0,45 CHF | 120 000 | 25 000 | 125 318 | 20 013 | 51 988 CHF | 8 698 CHF | 99,60% | 99,60% |
06/08/2024 | 4,57% | 0,41 CHF | 0,42 CHF | 130 000 | 25 000 | 129 577 | 20 093 | 51 657 CHF | 8 384 CHF | 98,45% | 98,45% |
02/08/2024 | 5,18% | 0,38 CHF | 0,39 CHF | 140 000 | 25 000 | 148 734 | 20 005 | 51 786 CHF | 7 320 CHF | 90,70% | 90,70% |
30/07/2024 | 5,18% | 0,40 CHF | 0,41 CHF | 130 000 | 25 000 | 149 399 | 19 923 | 51 868 CHF | 7 348 CHF | 64,09% | 65,30% |