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 | 5,75% | 0,19 CHF | 0,20 CHF | 600 000 | 75 000 | 600 000 | 75 000 | 101 528 CHF | 13 441 CHF | 99,15% | 99,15% |
14/08/2024 | 5,60% | 0,17 CHF | 0,18 CHF | 600 000 | 75 000 | 600 000 | 75 000 | 104 299 CHF | 13 787 CHF | 97,45% | 97,45% |
13/08/2024 | 5,17% | 0,19 CHF | 0,20 CHF | 600 000 | 75 000 | 600 000 | 75 000 | 113 632 CHF | 14 954 CHF | 99,16% | 99,16% |
12/08/2024 | 4,39% | 0,21 CHF | 0,22 CHF | 600 000 | 75 000 | 600 000 | 75 000 | 133 904 CHF | 17 488 CHF | 99,16% | 99,16% |
09/08/2024 | 4,25% | 0,22 CHF | 0,23 CHF | 600 000 | 75 000 | 589 149 | 75 000 | 135 696 CHF | 18 061 CHF | 99,16% | 99,16% |
08/08/2024 | 4,46% | 0,22 CHF | 0,23 CHF | 600 000 | 75 000 | 600 000 | 75 000 | 131 628 CHF | 17 204 CHF | 99,15% | 99,15% |
07/08/2024 | 4,12% | 0,23 CHF | 0,24 CHF | 600 000 | 75 000 | 600 000 | 75 000 | 142 836 CHF | 18 605 CHF | 99,16% | 99,16% |
06/08/2024 | 4,12% | 0,24 CHF | 0,25 CHF | 600 000 | 75 000 | 597 936 | 75 000 | 142 248 CHF | 18 606 CHF | 99,16% | 99,16% |
02/08/2024 | 4,55% | 0,22 CHF | 0,23 CHF | 600 000 | 75 000 | 600 000 | 75 000 | 129 116 CHF | 16 890 CHF | 97,08% | 97,08% |
30/07/2024 | 3,79% | 0,26 CHF | 0,27 CHF | 450 000 | 75 000 | 503 176 | 75 000 | 129 972 CHF | 20 144 CHF | 99,16% | 99,16% |