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 | 3,13% | 0,28 CHF | 0,29 CHF | 200 000 | 200 000 | 168 440 | 168 440 | 52 877 CHF | 54 561 CHF | 99,38% | 99,38% |
14/08/2024 | 2,88% | 0,36 CHF | 0,37 CHF | 150 000 | 150 000 | 158 690 | 158 691 | 54 176 CHF | 55 762 CHF | 98,86% | 98,86% |
13/08/2024 | 2,70% | 0,37 CHF | 0,38 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 54 853 CHF | 56 353 CHF | 98,92% | 98,92% |
12/08/2024 | 2,99% | 0,34 CHF | 0,35 CHF | 150 000 | 150 000 | 167 854 | 167 854 | 55 236 CHF | 56 914 CHF | 98,80% | 98,80% |
09/08/2024 | 3,25% | 0,32 CHF | 0,33 CHF | 175 000 | 175 000 | 175 790 | 175 790 | 53 213 CHF | 54 971 CHF | 98,82% | 98,82% |
08/08/2024 | 2,93% | 0,33 CHF | 0,34 CHF | 175 000 | 175 000 | 160 678 | 160 678 | 53 966 CHF | 55 572 CHF | 96,87% | 96,87% |
07/08/2024 | 3,43% | 0,30 CHF | 0,31 CHF | 175 000 | 175 000 | 184 982 | 184 982 | 53 073 CHF | 54 923 CHF | 98,61% | 98,61% |
06/08/2024 | 2,71% | 0,36 CHF | 0,37 CHF | 150 000 | 150 000 | 151 199 | 151 199 | 55 089 CHF | 56 601 CHF | 98,71% | 98,71% |
02/08/2024 | 4,29% | 0,26 CHF | 0,27 CHF | 200 000 | 200 000 | 237 379 | 237 379 | 53 987 CHF | 56 361 CHF | 99,31% | 99,31% |
30/07/2024 | 9,20% | 0,11 CHF | 0,12 CHF | 500 000 | 500 000 | 488 014 | 488 014 | 50 682 CHF | 55 562 CHF | 99,39% | 99,39% |