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 | 3,37% | 0,32 CHF | 0,33 CHF | 175 000 | 175 000 | 189 222 | 189 223 | 55 158 CHF | 57 050 CHF | 100,00% | 100,00% |
14/08/2024 | 3,52% | 0,30 CHF | 0,31 CHF | 200 000 | 200 000 | 196 611 | 196 612 | 54 818 CHF | 56 785 CHF | 100,00% | 100,00% |
13/08/2024 | 3,87% | 0,27 CHF | 0,28 CHF | 200 000 | 200 000 | 207 118 | 207 118 | 52 488 CHF | 54 559 CHF | 98,90% | 98,90% |
12/08/2024 | 3,61% | 0,27 CHF | 0,28 CHF | 200 000 | 200 000 | 197 369 | 197 368 | 53 767 CHF | 55 741 CHF | 98,95% | 98,95% |
09/08/2024 | 3,37% | 0,29 CHF | 0,30 CHF | 175 000 | 175 000 | 178 849 | 178 849 | 52 145 CHF | 53 933 CHF | 100,00% | 100,00% |
08/08/2024 | 3,74% | 0,28 CHF | 0,29 CHF | 175 000 | 175 000 | 198 404 | 198 404 | 52 093 CHF | 54 077 CHF | 100,00% | 100,00% |
07/08/2024 | 3,36% | 0,31 CHF | 0,32 CHF | 175 000 | 175 000 | 180 997 | 180 999 | 53 034 CHF | 54 845 CHF | 99,44% | 99,44% |
06/08/2024 | 4,63% | 0,26 CHF | 0,27 CHF | 200 000 | 200 000 | 245 923 | 245 920 | 51 995 CHF | 54 453 CHF | 94,97% | 94,97% |
02/08/2024 | 3,32% | 0,27 CHF | 0,28 CHF | 200 000 | 200 000 | 180 357 | 180 357 | 53 514 CHF | 55 317 CHF | 99,75% | 99,75% |
31/07/2024 | 2,44% | 0,40 CHF | 0,41 CHF | 150 000 | 150 000 | 132 168 | 132 173 | 53 567 CHF | 54 890 CHF | 32,10% | 32,10% |