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 | 3,98% | 0,24 CHF | 0,25 CHF | 170 000 | 170 000 | 170 000 | 170 000 | 41 840 CHF | 43 540 CHF | 99,98% | 99,98% |
14/08/2024 | 4,01% | 0,26 CHF | 0,27 CHF | 180 000 | 180 000 | 180 000 | 180 000 | 43 987 CHF | 45 787 CHF | 99,72% | 99,72% |
13/08/2024 | 4,31% | 0,23 CHF | 0,24 CHF | 190 000 | 190 000 | 190 000 | 190 000 | 43 124 CHF | 45 024 CHF | 100,00% | 100,00% |
12/08/2024 | 4,20% | 0,23 CHF | 0,24 CHF | 190 000 | 190 000 | 189 988 | 189 988 | 44 276 CHF | 46 176 CHF | 98,82% | 98,82% |
09/08/2024 | 4,30% | 0,22 CHF | 0,23 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 45 504 CHF | 47 504 CHF | 99,97% | 99,97% |
08/08/2024 | 4,79% | 0,20 CHF | 0,21 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 40 762 CHF | 42 762 CHF | 99,88% | 99,88% |
07/08/2024 | 4,95% | 0,21 CHF | 0,22 CHF | 220 000 | 220 000 | 220 000 | 220 000 | 43 537 CHF | 45 737 CHF | 99,98% | 99,98% |
06/08/2024 | 5,26% | 0,18 CHF | 0,19 CHF | 210 000 | 210 000 | 210 000 | 210 000 | 38 947 CHF | 41 047 CHF | 99,83% | 99,83% |
02/08/2024 | 3,76% | 0,25 CHF | 0,26 CHF | 160 000 | 160 000 | 160 000 | 160 000 | 41 777 CHF | 43 377 CHF | 99,98% | 99,98% |
31/07/2024 | 3,12% | 0,31 CHF | 0,32 CHF | 160 000 | 160 000 | 160 000 | 160 000 | 50 478 CHF | 52 078 CHF | 36,47% | 36,47% |