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 | 4,86% | 0,22 CHF | 0,23 CHF | 196 568 | 75 000 | 198 129 | 73 950 | 39 864 CHF | 15 613 CHF | 99,18% | 99,18% |
14/08/2024 | 4,72% | 0,19 CHF | 0,20 CHF | 198 242 | 75 000 | 195 849 | 73 268 | 40 524 CHF | 15 890 CHF | 98,49% | 98,49% |
13/08/2024 | 4,84% | 0,21 CHF | 0,22 CHF | 196 087 | 75 000 | 197 981 | 75 000 | 39 968 CHF | 15 892 CHF | 96,31% | 96,31% |
12/08/2024 | 4,61% | 0,20 CHF | 0,21 CHF | 197 524 | 75 000 | 196 671 | 75 000 | 41 771 CHF | 16 683 CHF | 99,99% | 99,99% |
09/08/2024 | 4,88% | 0,20 CHF | 0,21 CHF | 197 933 | 75 000 | 197 512 | 75 000 | 39 523 CHF | 15 758 CHF | 100,00% | 100,00% |
08/08/2024 | 5,74% | 0,19 CHF | 0,20 CHF | 199 663 | 75 000 | 201 478 | 75 000 | 34 147 CHF | 13 463 CHF | 97,96% | 97,96% |
07/08/2024 | 5,11% | 0,19 CHF | 0,20 CHF | 198 346 | 75 000 | 197 920 | 75 000 | 37 781 CHF | 15 068 CHF | 100,00% | 100,00% |
06/08/2024 | 5,22% | 0,18 CHF | 0,19 CHF | 198 106 | 75 000 | 196 946 | 54 513 | 36 870 CHF | 10 545 CHF | 99,25% | 99,25% |
02/08/2024 | 6,42% | 0,25 CHF | 0,26 CHF | 189 741 | 20 000 | 190 129 | 20 000 | 49 053 CHF | 5 503 CHF | 92,38% | 92,38% |
31/07/2024 | 3,38% | 0,29 CHF | 0,30 CHF | 180 000 | 75 000 | 178 255 | 68 221 | 51 882 CHF | 20 491 CHF | 30,67% | 30,67% |