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 | 3,20% | 0,33 CHF | 0,34 CHF | 150 000 | 150 000 | 172 015 | 172 016 | 52 940 CHF | 54 661 CHF | 99,63% | 99,63% |
14/08/2024 | 3,35% | 0,30 CHF | 0,31 CHF | 175 000 | 175 000 | 179 222 | 179 226 | 52 687 CHF | 54 480 CHF | 100,00% | 100,00% |
13/08/2024 | 4,24% | 0,25 CHF | 0,26 CHF | 225 000 | 225 000 | 227 406 | 227 406 | 52 428 CHF | 54 702 CHF | 98,89% | 98,89% |
12/08/2024 | 3,94% | 0,25 CHF | 0,26 CHF | 200 000 | 200 000 | 207 359 | 207 357 | 51 534 CHF | 53 607 CHF | 98,81% | 98,81% |
09/08/2024 | 3,84% | 0,25 CHF | 0,26 CHF | 200 000 | 200 000 | 201 050 | 201 050 | 51 443 CHF | 53 453 CHF | 99,83% | 99,83% |
08/08/2024 | 4,16% | 0,25 CHF | 0,26 CHF | 200 000 | 200 000 | 222 496 | 222 495 | 52 285 CHF | 54 510 CHF | 100,00% | 100,00% |
07/08/2024 | 3,94% | 0,28 CHF | 0,29 CHF | 200 000 | 200 000 | 212 343 | 212 343 | 52 823 CHF | 54 947 CHF | 99,38% | 99,38% |
06/08/2024 | 4,84% | 0,21 CHF | 0,22 CHF | 250 000 | 250 000 | 258 896 | 258 894 | 52 223 CHF | 54 811 CHF | 99,57% | 99,57% |
02/08/2024 | 2,93% | 0,29 CHF | 0,30 CHF | 175 000 | 175 000 | 157 866 | 157 865 | 53 164 CHF | 54 742 CHF | 99,77% | 99,77% |
31/07/2024 | 2,26% | 0,44 CHF | 0,45 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 54 594 CHF | 55 844 CHF | 32,11% | 32,11% |