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 | 3,79% | 0,25 CHF | 0,26 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 12 934 CHF | 13 434 CHF | 100,00% | 100,00% |
14/08/2024 | 3,77% | 0,26 CHF | 0,27 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 13 004 CHF | 13 504 CHF | 99,61% | 99,61% |
13/08/2024 | 3,79% | 0,26 CHF | 0,27 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 12 960 CHF | 13 460 CHF | 100,00% | 100,00% |
12/08/2024 | 3,83% | 0,25 CHF | 0,26 CHF | 50 000 | 50 000 | 49 998 | 49 998 | 12 810 CHF | 13 310 CHF | 98,90% | 98,90% |
09/08/2024 | 3,72% | 0,27 CHF | 0,28 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 13 184 CHF | 13 684 CHF | 99,97% | 99,97% |
08/08/2024 | 3,51% | 0,27 CHF | 0,28 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 14 000 CHF | 14 500 CHF | 100,00% | 100,00% |
07/08/2024 | 3,44% | 0,28 CHF | 0,29 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 14 304 CHF | 14 804 CHF | 100,00% | 100,00% |
06/08/2024 | 3,35% | 0,29 CHF | 0,30 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 14 688 CHF | 15 188 CHF | 100,00% | 100,00% |
02/08/2024 | 3,70% | 0,28 CHF | 0,29 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 13 255 CHF | 13 755 CHF | 100,00% | 100,00% |
30/07/2024 | 3,46% | 0,28 CHF | 0,29 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 14 199 CHF | 14 699 CHF | 99,58% | 99,58% |