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 | 5,81% | 0,16 CHF | 0,17 CHF | 325 000 | 325 000 | 307 336 | 307 336 | 51 339 CHF | 54 413 CHF | 100,00% | 100,00% |
14/08/2024 | 5,79% | 0,17 CHF | 0,18 CHF | 300 000 | 300 000 | 307 544 | 307 544 | 51 569 CHF | 54 644 CHF | 100,00% | 100,00% |
13/08/2024 | 5,16% | 0,18 CHF | 0,19 CHF | 300 000 | 300 000 | 278 856 | 278 856 | 52 587 CHF | 55 375 CHF | 98,91% | 98,91% |
12/08/2024 | 5,25% | 0,18 CHF | 0,19 CHF | 300 000 | 300 000 | 283 298 | 283 299 | 52 532 CHF | 55 365 CHF | 98,92% | 98,92% |
09/08/2024 | 5,27% | 0,19 CHF | 0,20 CHF | 275 000 | 275 000 | 286 866 | 286 870 | 52 979 CHF | 55 849 CHF | 99,83% | 99,83% |
08/08/2024 | 5,18% | 0,18 CHF | 0,19 CHF | 300 000 | 300 000 | 279 378 | 279 377 | 52 457 CHF | 55 250 CHF | 100,00% | 100,00% |
07/08/2024 | 5,19% | 0,17 CHF | 0,18 CHF | 300 000 | 300 000 | 279 073 | 279 076 | 52 380 CHF | 55 172 CHF | 99,47% | 99,47% |
06/08/2024 | 4,64% | 0,20 CHF | 0,21 CHF | 250 000 | 250 000 | 248 678 | 248 679 | 52 379 CHF | 54 866 CHF | 98,69% | 98,69% |
02/08/2024 | 9,52% | 0,10 CHF | 0,11 CHF | 500 000 | 500 000 | 502 585 | 476 716 | 50 286 CHF | 52 680 CHF | 99,76% | 99,76% |
31/07/2024 | 9,72% | 0,10 CHF | 0,11 CHF | 500 000 | 500 000 | 514 144 | 451 666 | 50 316 CHF | 49 087 CHF | 32,10% | 32,10% |