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 | 6,34% | 0,16 CHF | 0,17 CHF | 325 000 | 325 000 | 343 380 | 343 379 | 52 467 CHF | 55 901 CHF | 100,00% | 100,00% |
14/08/2024 | 6,18% | 0,15 CHF | 0,16 CHF | 350 000 | 350 000 | 332 818 | 332 818 | 52 154 CHF | 55 483 CHF | 100,00% | 100,00% |
13/08/2024 | 5,79% | 0,16 CHF | 0,17 CHF | 325 000 | 325 000 | 309 352 | 309 352 | 51 928 CHF | 55 021 CHF | 98,78% | 98,78% |
12/08/2024 | 5,77% | 0,17 CHF | 0,18 CHF | 300 000 | 300 000 | 303 946 | 303 946 | 51 155 CHF | 54 195 CHF | 98,88% | 98,88% |
09/08/2024 | 5,31% | 0,17 CHF | 0,18 CHF | 300 000 | 300 000 | 290 070 | 290 071 | 53 147 CHF | 56 048 CHF | 99,82% | 99,82% |
08/08/2024 | 4,89% | 0,19 CHF | 0,20 CHF | 275 000 | 275 000 | 255 877 | 255 878 | 51 081 CHF | 53 640 CHF | 100,00% | 100,00% |
07/08/2024 | 4,92% | 0,19 CHF | 0,20 CHF | 275 000 | 275 000 | 260 304 | 260 303 | 51 606 CHF | 54 209 CHF | 99,48% | 99,48% |
06/08/2024 | 4,33% | 0,22 CHF | 0,23 CHF | 250 000 | 250 000 | 232 411 | 232 411 | 52 557 CHF | 54 881 CHF | 98,90% | 98,90% |
02/08/2024 | 5,68% | 0,17 CHF | 0,18 CHF | 300 000 | 300 000 | 305 012 | 305 011 | 52 181 CHF | 55 231 CHF | 99,80% | 99,80% |
31/07/2024 | 6,92% | 0,14 CHF | 0,15 CHF | 375 000 | 375 000 | 373 139 | 373 141 | 52 065 CHF | 55 797 CHF | 32,10% | 32,10% |