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 | 3,80% | 0,26 CHF | 0,27 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 51 759 CHF | 53 759 CHF | 100,00% | 100,00% |
14/08/2024 | 3,74% | 0,26 CHF | 0,27 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 52 580 CHF | 54 580 CHF | 100,00% | 100,00% |
13/08/2024 | 4,49% | 0,24 CHF | 0,25 CHF | 200 000 | 200 000 | 237 221 | 237 218 | 51 653 CHF | 54 024 CHF | 98,86% | 98,86% |
12/08/2024 | 4,23% | 0,22 CHF | 0,23 CHF | 250 000 | 250 000 | 228 079 | 228 078 | 52 753 CHF | 55 034 CHF | 98,75% | 98,75% |
09/08/2024 | 4,18% | 0,24 CHF | 0,25 CHF | 225 000 | 225 000 | 226 308 | 226 307 | 53 078 CHF | 55 340 CHF | 99,83% | 99,83% |
08/08/2024 | 4,41% | 0,23 CHF | 0,24 CHF | 225 000 | 225 000 | 240 095 | 240 096 | 53 251 CHF | 55 652 CHF | 100,00% | 100,00% |
07/08/2024 | 3,89% | 0,26 CHF | 0,27 CHF | 200 000 | 200 000 | 205 490 | 205 490 | 51 729 CHF | 53 783 CHF | 99,41% | 99,41% |
06/08/2024 | 4,44% | 0,22 CHF | 0,23 CHF | 225 000 | 225 000 | 240 180 | 240 177 | 52 958 CHF | 55 359 CHF | 98,54% | 98,54% |
02/08/2024 | 3,53% | 0,25 CHF | 0,26 CHF | 200 000 | 200 000 | 190 972 | 190 972 | 53 197 CHF | 55 107 CHF | 99,69% | 99,69% |
30/07/2024 | 3,03% | 0,33 CHF | 0,34 CHF | 150 000 | 150 000 | 166 634 | 166 635 | 53 973 CHF | 55 640 CHF | 96,68% | 96,68% |