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 | 5,04% | 0,22 CHF | 0,23 CHF | 250 000 | 250 000 | 278 663 | 278 664 | 53 812 CHF | 56 599 CHF | 99,80% | 99,80% |
14/08/2024 | 5,85% | 0,16 CHF | 0,17 CHF | 325 000 | 325 000 | 311 807 | 311 807 | 51 742 CHF | 54 861 CHF | 99,28% | 99,28% |
13/08/2024 | 5,12% | 0,18 CHF | 0,19 CHF | 275 000 | 275 000 | 272 452 | 272 452 | 51 780 CHF | 54 504 CHF | 99,57% | 99,57% |
12/08/2024 | 4,72% | 0,20 CHF | 0,21 CHF | 250 000 | 250 000 | 251 659 | 251 659 | 52 069 CHF | 54 586 CHF | 99,46% | 99,46% |
09/08/2024 | 5,30% | 0,18 CHF | 0,19 CHF | 300 000 | 300 000 | 290 256 | 290 256 | 53 286 CHF | 56 188 CHF | 99,48% | 99,48% |
08/08/2024 | 6,41% | 0,19 CHF | 0,20 CHF | 275 000 | 275 000 | 347 125 | 347 127 | 52 447 CHF | 55 919 CHF | 100,00% | 100,00% |
07/08/2024 | 6,53% | 0,18 CHF | 0,19 CHF | 325 000 | 325 000 | 354 021 | 354 021 | 52 487 CHF | 56 027 CHF | 99,48% | 99,48% |
06/08/2024 | 8,59% | 0,11 CHF | 0,12 CHF | 475 000 | 475 000 | 455 232 | 452 380 | 50 759 CHF | 55 006 CHF | 99,54% | 99,54% |
02/08/2024 | 5,28% | 0,13 CHF | 0,14 CHF | 375 000 | 375 000 | 280 078 | 280 077 | 51 697 CHF | 54 498 CHF | 100,00% | 100,00% |
30/07/2024 | 3,04% | 0,32 CHF | 0,33 CHF | 175 000 | 175 000 | 175 000 | 175 000 | 56 698 CHF | 58 448 CHF | 100,00% | 100,00% |