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 | 6,98% | 0,12 CHF | 0,13 CHF | 425 000 | 425 000 | 375 274 | 375 274 | 51 972 CHF | 55 725 CHF | 100,00% | 100,00% |
14/08/2024 | 6,32% | 0,14 CHF | 0,15 CHF | 375 000 | 375 000 | 341 388 | 341 386 | 52 337 CHF | 55 750 CHF | 100,00% | 100,00% |
13/08/2024 | 5,55% | 0,17 CHF | 0,18 CHF | 300 000 | 300 000 | 297 851 | 297 850 | 52 236 CHF | 55 214 CHF | 98,85% | 98,85% |
12/08/2024 | 6,13% | 0,16 CHF | 0,17 CHF | 300 000 | 300 000 | 327 139 | 327 134 | 51 772 CHF | 55 043 CHF | 99,02% | 99,02% |
09/08/2024 | 5,47% | 0,18 CHF | 0,19 CHF | 275 000 | 275 000 | 294 394 | 294 397 | 52 320 CHF | 55 264 CHF | 99,87% | 99,87% |
08/08/2024 | 4,87% | 0,17 CHF | 0,18 CHF | 300 000 | 300 000 | 257 328 | 257 328 | 51 538 CHF | 54 111 CHF | 100,00% | 100,00% |
07/08/2024 | 5,79% | 0,16 CHF | 0,17 CHF | 300 000 | 300 000 | 307 941 | 307 927 | 51 619 CHF | 54 697 CHF | 99,45% | 99,45% |
06/08/2024 | 4,54% | 0,24 CHF | 0,25 CHF | 225 000 | 225 000 | 242 413 | 242 415 | 52 276 CHF | 54 701 CHF | 99,43% | 99,43% |
02/08/2024 | 5,93% | 0,19 CHF | 0,20 CHF | 250 000 | 250 000 | 317 673 | 317 677 | 51 910 CHF | 55 088 CHF | 99,65% | 99,65% |
30/07/2024 | 6,31% | 0,15 CHF | 0,16 CHF | 350 000 | 350 000 | 341 483 | 341 482 | 52 367 CHF | 55 782 CHF | 100,00% | 100,00% |