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 | 3,53% | 0,48 CHF | 0,49 CHF | 300 000 | 300 000 | 113 089 | 113 089 | 55 319 CHF | 56 918 CHF | 97,78% | 97,78% |
14/08/2024 | 3,52% | 0,50 CHF | 0,51 CHF | 300 000 | 300 000 | 108 609 | 108 609 | 54 733 CHF | 56 297 CHF | 82,69% | 82,69% |
13/08/2024 | 3,27% | 0,51 CHF | 0,52 CHF | 300 000 | 300 000 | 117 714 | 117 714 | 61 302 CHF | 62 934 CHF | 89,97% | 89,97% |
12/08/2024 | 3,19% | 0,53 CHF | 0,54 CHF | 200 000 | 200 000 | 74 913 | 74 913 | 40 939 CHF | 42 000 CHF | 99,10% | 99,10% |
09/08/2024 | 2,96% | 0,57 CHF | 0,58 CHF | 200 000 | 200 000 | 74 533 | 74 533 | 43 965 CHF | 45 024 CHF | 99,45% | 99,45% |
08/08/2024 | 2,82% | 0,62 CHF | 0,63 CHF | 200 000 | 200 000 | 74 376 | 74 376 | 45 949 CHF | 47 006 CHF | 95,13% | 95,13% |
07/08/2024 | 2,72% | 0,59 CHF | 0,60 CHF | 200 000 | 200 000 | 76 495 | 76 495 | 47 588 CHF | 48 662 CHF | 94,25% | 94,25% |
06/08/2024 | 2,76% | 0,66 CHF | 0,67 CHF | 200 000 | 200 000 | 72 200 | 72 200 | 47 886 CHF | 48 927 CHF | 95,17% | 95,17% |
02/08/2024 | 3,20% | 0,51 CHF | 0,52 CHF | 300 000 | 300 000 | 109 029 | 109 029 | 57 768 CHF | 59 336 CHF | 95,86% | 95,86% |
30/07/2024 | 3,14% | 0,58 CHF | 0,59 CHF | 300 000 | 300 000 | 111 569 | 111 569 | 62 441 CHF | 64 028 CHF | 98,99% | 98,99% |