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 | 2,59% | 0,39 CHF | 0,40 CHF | 150 000 | 150 000 | 145 222 | 145 222 | 55 268 CHF | 56 720 CHF | 98,50% | 98,50% |
14/08/2024 | 2,15% | 0,40 CHF | 0,41 CHF | 125 000 | 125 000 | 124 455 | 124 455 | 57 669 CHF | 58 914 CHF | 98,50% | 98,50% |
13/08/2024 | 2,15% | 0,48 CHF | 0,49 CHF | 125 000 | 125 000 | 124 734 | 124 734 | 57 583 CHF | 58 831 CHF | 98,18% | 98,18% |
12/08/2024 | 2,55% | 0,44 CHF | 0,45 CHF | 125 000 | 125 000 | 144 785 | 144 785 | 55 992 CHF | 57 440 CHF | 98,27% | 98,27% |
09/08/2024 | 2,86% | 0,35 CHF | 0,36 CHF | 150 000 | 150 000 | 153 109 | 153 108 | 52 838 CHF | 54 369 CHF | 98,46% | 98,46% |
08/08/2024 | 3,46% | 0,31 CHF | 0,32 CHF | 175 000 | 175 000 | 186 778 | 186 778 | 53 089 CHF | 54 957 CHF | 98,53% | 98,53% |
07/08/2024 | 3,61% | 0,28 CHF | 0,29 CHF | 200 000 | 200 000 | 194 695 | 194 692 | 52 975 CHF | 54 921 CHF | 97,66% | 97,66% |
06/08/2024 | 3,12% | 0,26 CHF | 0,27 CHF | 200 000 | 200 000 | 168 867 | 168 867 | 53 183 CHF | 54 872 CHF | 98,94% | 98,94% |
02/08/2024 | 1,98% | 0,33 CHF | 0,34 CHF | 125 000 | 125 000 | 104 896 | 104 896 | 52 694 CHF | 53 743 CHF | 98,61% | 98,61% |
30/07/2024 | 4,00% | 0,24 CHF | 0,25 CHF | 200 000 | 200 000 | 212 598 | 212 598 | 52 111 CHF | 54 237 CHF | 99,07% | 99,07% |