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 | 4,23% | 0,24 CHF | 0,25 CHF | 225 000 | 225 000 | 227 787 | 227 785 | 52 662 CHF | 54 940 CHF | 100,00% | 100,00% |
14/08/2024 | 4,43% | 0,21 CHF | 0,22 CHF | 250 000 | 250 000 | 239 541 | 239 544 | 52 853 CHF | 55 249 CHF | 100,00% | 100,00% |
13/08/2024 | 4,42% | 0,24 CHF | 0,25 CHF | 200 000 | 200 000 | 237 009 | 237 012 | 52 481 CHF | 54 852 CHF | 98,78% | 98,78% |
12/08/2024 | 5,68% | 0,18 CHF | 0,19 CHF | 300 000 | 300 000 | 300 263 | 300 263 | 51 344 CHF | 54 346 CHF | 99,07% | 99,07% |
09/08/2024 | 6,04% | 0,17 CHF | 0,18 CHF | 300 000 | 300 000 | 323 027 | 323 025 | 51 872 CHF | 55 102 CHF | 99,82% | 99,82% |
08/08/2024 | 5,63% | 0,16 CHF | 0,17 CHF | 325 000 | 325 000 | 302 672 | 302 672 | 52 276 CHF | 55 303 CHF | 100,00% | 100,00% |
07/08/2024 | 6,66% | 0,14 CHF | 0,15 CHF | 375 000 | 375 000 | 359 641 | 359 630 | 52 224 CHF | 55 819 CHF | 99,44% | 99,44% |
06/08/2024 | 5,26% | 0,19 CHF | 0,20 CHF | 275 000 | 275 000 | 284 045 | 284 046 | 52 537 CHF | 55 378 CHF | 99,31% | 99,31% |
02/08/2024 | 5,08% | 0,18 CHF | 0,19 CHF | 300 000 | 300 000 | 273 927 | 273 925 | 52 514 CHF | 55 253 CHF | 99,69% | 99,69% |
31/07/2024 | 5,35% | 0,19 CHF | 0,20 CHF | 300 000 | 300 000 | 295 454 | 295 449 | 53 741 CHF | 56 695 CHF | 32,11% | 32,11% |