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 | 3,28% | 0,35 CHF | 0,36 CHF | 150 000 | 150 000 | 181 633 | 181 634 | 54 334 CHF | 56 151 CHF | 100,00% | 100,00% |
14/08/2024 | 3,51% | 0,31 CHF | 0,32 CHF | 175 000 | 175 000 | 190 752 | 190 752 | 53 428 CHF | 55 335 CHF | 100,00% | 100,00% |
13/08/2024 | 3,75% | 0,26 CHF | 0,27 CHF | 200 000 | 200 000 | 202 633 | 202 633 | 53 059 CHF | 55 085 CHF | 98,90% | 98,90% |
12/08/2024 | 3,43% | 0,28 CHF | 0,29 CHF | 200 000 | 200 000 | 186 711 | 186 714 | 53 562 CHF | 55 430 CHF | 98,99% | 98,99% |
09/08/2024 | 3,41% | 0,29 CHF | 0,30 CHF | 200 000 | 200 000 | 187 389 | 187 387 | 54 065 CHF | 55 939 CHF | 99,90% | 99,90% |
08/08/2024 | 3,70% | 0,31 CHF | 0,32 CHF | 175 000 | 175 000 | 198 768 | 198 769 | 52 762 CHF | 54 750 CHF | 100,00% | 100,00% |
07/08/2024 | 3,12% | 0,35 CHF | 0,36 CHF | 150 000 | 150 000 | 170 623 | 170 624 | 53 757 CHF | 55 464 CHF | 99,45% | 99,45% |
06/08/2024 | 3,51% | 0,27 CHF | 0,28 CHF | 200 000 | 200 000 | 191 811 | 191 814 | 53 816 CHF | 55 735 CHF | 99,58% | 99,58% |
02/08/2024 | 3,34% | 0,24 CHF | 0,25 CHF | 225 000 | 225 000 | 181 006 | 181 010 | 53 368 CHF | 55 180 CHF | 99,70% | 99,70% |
30/07/2024 | 2,56% | 0,39 CHF | 0,40 CHF | 150 000 | 150 000 | 147 564 | 147 567 | 56 844 CHF | 58 321 CHF | 100,00% | 100,00% |