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 | 4,49% | 0,20 CHF | 0,21 CHF | 250 000 | 250 000 | 243 878 | 243 876 | 53 081 CHF | 55 519 CHF | 100,00% | 100,00% |
14/08/2024 | 4,28% | 0,23 CHF | 0,24 CHF | 225 000 | 225 000 | 229 362 | 229 362 | 52 401 CHF | 54 695 CHF | 100,00% | 100,00% |
13/08/2024 | 4,83% | 0,22 CHF | 0,23 CHF | 250 000 | 250 000 | 258 433 | 258 433 | 52 267 CHF | 54 851 CHF | 98,78% | 98,78% |
12/08/2024 | 4,98% | 0,21 CHF | 0,22 CHF | 250 000 | 250 000 | 262 137 | 262 138 | 51 257 CHF | 53 879 CHF | 98,88% | 98,88% |
09/08/2024 | 5,48% | 0,21 CHF | 0,22 CHF | 275 000 | 275 000 | 295 566 | 295 567 | 52 531 CHF | 55 487 CHF | 100,00% | 100,00% |
08/08/2024 | 6,77% | 0,16 CHF | 0,17 CHF | 325 000 | 325 000 | 366 288 | 366 288 | 52 303 CHF | 55 966 CHF | 100,00% | 100,00% |
07/08/2024 | 6,45% | 0,16 CHF | 0,17 CHF | 300 000 | 300 000 | 350 138 | 350 141 | 52 563 CHF | 56 065 CHF | 99,48% | 99,48% |
06/08/2024 | 7,39% | 0,14 CHF | 0,15 CHF | 375 000 | 375 000 | 398 774 | 398 770 | 52 020 CHF | 56 008 CHF | 99,60% | 99,60% |
02/08/2024 | 5,37% | 0,17 CHF | 0,18 CHF | 300 000 | 300 000 | 283 307 | 283 305 | 51 350 CHF | 54 183 CHF | 99,78% | 99,78% |
31/07/2024 | 3,26% | 0,30 CHF | 0,31 CHF | 175 000 | 175 000 | 175 000 | 175 000 | 52 861 CHF | 54 611 CHF | 32,11% | 32,11% |