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 | 5,51% | 0,17 CHF | 0,18 CHF | 300 000 | 300 000 | 297 764 | 297 763 | 52 550 CHF | 55 527 CHF | 100,00% | 100,00% |
14/08/2024 | 5,33% | 0,19 CHF | 0,20 CHF | 275 000 | 275 000 | 291 654 | 291 654 | 53 279 CHF | 56 195 CHF | 100,00% | 100,00% |
13/08/2024 | 5,85% | 0,17 CHF | 0,18 CHF | 300 000 | 300 000 | 313 186 | 313 186 | 51 953 CHF | 55 085 CHF | 98,81% | 98,81% |
12/08/2024 | 5,92% | 0,17 CHF | 0,18 CHF | 300 000 | 300 000 | 314 549 | 314 552 | 51 487 CHF | 54 633 CHF | 98,84% | 98,84% |
09/08/2024 | 6,40% | 0,16 CHF | 0,17 CHF | 350 000 | 350 000 | 348 223 | 348 221 | 52 671 CHF | 56 153 CHF | 99,92% | 99,92% |
08/08/2024 | 7,43% | 0,14 CHF | 0,15 CHF | 375 000 | 375 000 | 400 312 | 400 310 | 51 904 CHF | 55 907 CHF | 100,00% | 100,00% |
07/08/2024 | 7,21% | 0,15 CHF | 0,16 CHF | 350 000 | 350 000 | 389 773 | 389 777 | 52 150 CHF | 56 048 CHF | 99,48% | 99,48% |
06/08/2024 | 8,17% | 0,11 CHF | 0,12 CHF | 475 000 | 475 000 | 433 460 | 433 454 | 50 868 CHF | 55 202 CHF | 99,56% | 99,56% |
02/08/2024 | 6,35% | 0,15 CHF | 0,16 CHF | 350 000 | 350 000 | 341 127 | 341 120 | 52 023 CHF | 55 433 CHF | 99,78% | 99,78% |
31/07/2024 | 4,40% | 0,22 CHF | 0,23 CHF | 250 000 | 250 000 | 245 106 | 245 106 | 54 485 CHF | 56 936 CHF | 32,11% | 32,11% |