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 | 2,90% | 0,35 CHF | 0,36 CHF | 150 000 | 150 000 | 159 570 | 159 570 | 54 154 CHF | 55 750 CHF | 100,00% | 100,00% |
14/08/2024 | 3,11% | 0,33 CHF | 0,34 CHF | 175 000 | 175 000 | 175 000 | 175 000 | 55 340 CHF | 57 090 CHF | 100,00% | 100,00% |
13/08/2024 | 3,26% | 0,29 CHF | 0,30 CHF | 175 000 | 175 000 | 175 499 | 175 498 | 53 053 CHF | 54 808 CHF | 98,84% | 98,84% |
12/08/2024 | 3,57% | 0,27 CHF | 0,28 CHF | 200 000 | 200 000 | 195 902 | 195 901 | 53 877 CHF | 55 836 CHF | 99,00% | 99,00% |
09/08/2024 | 3,69% | 0,28 CHF | 0,29 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 53 245 CHF | 55 245 CHF | 99,81% | 99,81% |
08/08/2024 | 4,29% | 0,25 CHF | 0,26 CHF | 200 000 | 200 000 | 230 893 | 230 895 | 52 624 CHF | 54 933 CHF | 100,00% | 100,00% |
07/08/2024 | 4,23% | 0,24 CHF | 0,25 CHF | 225 000 | 225 000 | 227 503 | 227 506 | 52 629 CHF | 54 904 CHF | 99,40% | 99,40% |
06/08/2024 | 5,12% | 0,19 CHF | 0,20 CHF | 275 000 | 275 000 | 274 939 | 274 947 | 52 271 CHF | 55 021 CHF | 99,34% | 99,34% |
02/08/2024 | 3,58% | 0,26 CHF | 0,27 CHF | 200 000 | 200 000 | 198 404 | 198 404 | 54 510 CHF | 56 494 CHF | 99,76% | 99,76% |
31/07/2024 | 2,63% | 0,37 CHF | 0,38 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 56 318 CHF | 57 818 CHF | 32,10% | 32,10% |