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 | 1,36% | 0,72 CHF | 0,73 CHF | 210 000 | 210 000 | 210 000 | 210 000 | 153 573 CHF | 155 673 CHF | 100,00% | 100,00% |
14/08/2024 | 1,31% | 0,75 CHF | 0,76 CHF | 210 000 | 210 000 | 211 824 | 211 824 | 160 978 CHF | 163 096 CHF | 99,68% | 99,68% |
13/08/2024 | 1,34% | 0,74 CHF | 0,75 CHF | 210 000 | 210 000 | 210 022 | 210 022 | 155 587 CHF | 157 688 CHF | 99,74% | 99,74% |
12/08/2024 | 1,40% | 0,71 CHF | 0,72 CHF | 210 000 | 210 000 | 209 890 | 209 890 | 148 720 CHF | 150 820 CHF | 99,24% | 99,24% |
09/08/2024 | 1,42% | 0,71 CHF | 0,72 CHF | 210 000 | 210 000 | 210 000 | 210 000 | 147 340 CHF | 149 440 CHF | 100,00% | 100,00% |
08/08/2024 | 1,36% | 0,72 CHF | 0,73 CHF | 210 000 | 210 000 | 214 420 | 214 420 | 156 399 CHF | 158 543 CHF | 99,99% | 99,99% |
07/08/2024 | 1,37% | 0,72 CHF | 0,73 CHF | 210 000 | 210 000 | 212 328 | 212 328 | 153 567 CHF | 155 690 CHF | 99,99% | 99,99% |
06/08/2024 | 1,32% | 0,75 CHF | 0,76 CHF | 220 000 | 220 000 | 220 000 | 220 000 | 165 824 CHF | 168 024 CHF | 99,97% | 99,97% |
02/08/2024 | 1,33% | 0,78 CHF | 0,79 CHF | 220 000 | 220 000 | 216 357 | 216 357 | 162 012 CHF | 164 175 CHF | 99,94% | 99,94% |
30/07/2024 | 1,48% | 0,67 CHF | 0,68 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 134 447 CHF | 136 447 CHF | 99,99% | 99,99% |