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 | 5,36% | 0,19 CHF | 0,20 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 54 510 CHF | 19 170 CHF | 99,27% | 99,27% |
14/08/2024 | 5,09% | 0,19 CHF | 0,20 CHF | 300 000 | 100 000 | 299 977 | 100 000 | 57 445 CHF | 20 150 CHF | 99,27% | 99,27% |
13/08/2024 | 4,99% | 0,19 CHF | 0,20 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 58 729 CHF | 20 576 CHF | 99,17% | 99,17% |
12/08/2024 | 4,74% | 0,21 CHF | 0,22 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 61 810 CHF | 21 603 CHF | 99,27% | 99,27% |
09/08/2024 | 4,76% | 0,20 CHF | 0,21 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 61 614 CHF | 21 538 CHF | 99,23% | 99,23% |
08/08/2024 | 4,83% | 0,21 CHF | 0,22 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 60 777 CHF | 21 259 CHF | 99,26% | 99,26% |
07/08/2024 | 4,61% | 0,22 CHF | 0,23 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 63 622 CHF | 22 207 CHF | 98,91% | 98,91% |
06/08/2024 | 5,46% | 0,18 CHF | 0,19 CHF | 300 000 | 100 000 | 344 127 | 114 709 | 61 094 CHF | 21 512 CHF | 98,72% | 98,72% |
02/08/2024 | 4,39% | 0,21 CHF | 0,22 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 66 935 CHF | 23 312 CHF | 97,97% | 97,97% |
31/07/2024 | 3,94% | 0,26 CHF | 0,27 CHF | 300 000 | 100 000 | 288 731 | 96 179 | 71 776 CHF | 24 871 CHF | 37,91% | 37,91% |