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 | 6,31% | 0,15 CHF | 0,16 CHF | 375 000 | 375 000 | 341 020 | 341 020 | 52 337 CHF | 55 747 CHF | 100,00% | 100,00% |
14/08/2024 | 6,42% | 0,17 CHF | 0,18 CHF | 325 000 | 325 000 | 349 152 | 349 151 | 52 623 CHF | 56 114 CHF | 100,00% | 100,00% |
13/08/2024 | 7,26% | 0,14 CHF | 0,15 CHF | 400 000 | 400 000 | 393 343 | 393 342 | 52 199 CHF | 56 133 CHF | 99,47% | 99,47% |
12/08/2024 | 6,87% | 0,14 CHF | 0,15 CHF | 375 000 | 375 000 | 373 131 | 373 129 | 52 450 CHF | 56 181 CHF | 97,29% | 97,29% |
09/08/2024 | 7,06% | 0,13 CHF | 0,14 CHF | 375 000 | 375 000 | 382 018 | 382 021 | 52 229 CHF | 56 050 CHF | 99,82% | 99,82% |
08/08/2024 | 8,35% | 0,12 CHF | 0,13 CHF | 425 000 | 425 000 | 447 918 | 447 912 | 51 424 CHF | 55 903 CHF | 100,00% | 100,00% |
07/08/2024 | 8,68% | 0,12 CHF | 0,13 CHF | 400 000 | 400 000 | 463 437 | 426 275 | 51 085 CHF | 51 983 CHF | 100,00% | 100,00% |
06/08/2024 | 8,63% | 0,11 CHF | 0,12 CHF | 425 000 | 425 000 | 459 698 | 459 701 | 50 977 CHF | 55 575 CHF | 99,04% | 99,04% |
02/08/2024 | 5,66% | 0,15 CHF | 0,16 CHF | 325 000 | 325 000 | 301 339 | 301 406 | 51 833 CHF | 54 859 CHF | 100,00% | 100,00% |
31/07/2024 | 4,30% | 0,22 CHF | 0,23 CHF | 250 000 | 250 000 | 234 574 | 234 565 | 53 419 CHF | 55 763 CHF | 32,15% | 32,15% |