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 | 5,66% | 0,19 CHF | 0,20 CHF | 196 568 | 75 000 | 198 119 | 73 950 | 34 117 CHF | 13 469 CHF | 99,18% | 99,18% |
14/08/2024 | 5,45% | 0,17 CHF | 0,18 CHF | 198 105 | 75 000 | 195 751 | 73 268 | 34 998 CHF | 13 832 CHF | 98,48% | 98,48% |
13/08/2024 | 5,62% | 0,18 CHF | 0,19 CHF | 196 087 | 75 000 | 197 839 | 75 000 | 34 254 CHF | 13 737 CHF | 96,31% | 96,31% |
12/08/2024 | 5,32% | 0,18 CHF | 0,19 CHF | 196 667 | 75 000 | 196 709 | 75 000 | 36 032 CHF | 14 491 CHF | 100,00% | 100,00% |
09/08/2024 | 5,65% | 0,17 CHF | 0,18 CHF | 198 311 | 75 000 | 197 600 | 75 000 | 33 985 CHF | 13 650 CHF | 100,00% | 100,00% |
08/08/2024 | 6,91% | 0,16 CHF | 0,17 CHF | 199 663 | 75 000 | 201 457 | 75 000 | 28 230 CHF | 11 262 CHF | 97,96% | 97,96% |
07/08/2024 | 6,02% | 0,16 CHF | 0,17 CHF | 197 841 | 75 000 | 197 724 | 75 000 | 31 897 CHF | 12 850 CHF | 100,00% | 100,00% |
06/08/2024 | 6,36% | 0,15 CHF | 0,16 CHF | 198 281 | 75 000 | 197 125 | 54 512 | 31 147 CHF | 8 958 CHF | 99,24% | 99,24% |
02/08/2024 | 7,35% | 0,22 CHF | 0,24 CHF | 189 625 | 20 000 | 189 843 | 20 000 | 43 691 CHF | 4 954 CHF | 99,11% | 99,11% |
31/07/2024 | 3,74% | 0,26 CHF | 0,27 CHF | 188 802 | 75 000 | 188 276 | 68 221 | 49 412 CHF | 18 536 CHF | 30,67% | 30,67% |