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 | 2,79% | 0,34 CHF | 0,35 CHF | 150 000 | 150 000 | 153 640 | 153 638 | 54 233 CHF | 55 768 CHF | 100,00% | 100,00% |
14/08/2024 | 2,67% | 0,37 CHF | 0,38 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 55 463 CHF | 56 963 CHF | 100,00% | 100,00% |
13/08/2024 | 2,48% | 0,39 CHF | 0,40 CHF | 150 000 | 150 000 | 133 480 | 133 481 | 53 013 CHF | 54 349 CHF | 98,89% | 98,89% |
12/08/2024 | 2,43% | 0,39 CHF | 0,40 CHF | 150 000 | 150 000 | 127 152 | 127 150 | 51 599 CHF | 52 870 CHF | 99,05% | 99,05% |
09/08/2024 | 2,43% | 0,41 CHF | 0,42 CHF | 125 000 | 125 000 | 129 166 | 129 165 | 52 409 CHF | 53 700 CHF | 99,84% | 99,84% |
08/08/2024 | 2,26% | 0,41 CHF | 0,42 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 54 761 CHF | 56 011 CHF | 100,00% | 100,00% |
07/08/2024 | 2,25% | 0,39 CHF | 0,40 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 54 997 CHF | 56 247 CHF | 99,48% | 99,48% |
06/08/2024 | 2,14% | 0,45 CHF | 0,46 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 57 784 CHF | 59 034 CHF | 99,58% | 99,58% |
02/08/2024 | 2,38% | 0,46 CHF | 0,47 CHF | 125 000 | 125 000 | 129 125 | 129 129 | 53 644 CHF | 54 937 CHF | 99,72% | 99,72% |
31/07/2024 | 3,03% | 0,32 CHF | 0,33 CHF | 175 000 | 175 000 | 168 834 | 168 837 | 54 812 CHF | 56 501 CHF | 32,10% | 32,10% |