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 | 4,75% | 0,22 CHF | 0,23 CHF | 250 000 | 250 000 | 250 675 | 250 675 | 51 587 CHF | 54 094 CHF | 99,80% | 99,80% |
14/08/2024 | 5,11% | 0,19 CHF | 0,20 CHF | 275 000 | 275 000 | 273 311 | 273 311 | 52 122 CHF | 54 855 CHF | 99,28% | 99,28% |
13/08/2024 | 5,73% | 0,17 CHF | 0,18 CHF | 300 000 | 300 000 | 302 605 | 302 604 | 51 290 CHF | 54 316 CHF | 99,59% | 99,59% |
12/08/2024 | 5,41% | 0,18 CHF | 0,19 CHF | 300 000 | 300 000 | 298 286 | 298 287 | 53 686 CHF | 56 668 CHF | 99,47% | 99,47% |
09/08/2024 | 6,03% | 0,16 CHF | 0,17 CHF | 325 000 | 325 000 | 321 894 | 321 894 | 51 810 CHF | 55 029 CHF | 99,48% | 99,48% |
08/08/2024 | 7,13% | 0,16 CHF | 0,17 CHF | 350 000 | 350 000 | 386 683 | 386 682 | 52 361 CHF | 56 228 CHF | 100,00% | 100,00% |
07/08/2024 | 7,08% | 0,17 CHF | 0,18 CHF | 350 000 | 350 000 | 385 993 | 386 010 | 52 643 CHF | 56 506 CHF | 99,41% | 99,41% |
06/08/2024 | 9,29% | 0,10 CHF | 0,11 CHF | 500 000 | 500 000 | 494 660 | 477 414 | 50 801 CHF | 54 012 CHF | 99,54% | 99,54% |
02/08/2024 | 7,33% | 0,11 CHF | 0,12 CHF | 425 000 | 425 000 | 395 268 | 395 268 | 52 004 CHF | 55 957 CHF | 100,00% | 100,00% |
30/07/2024 | 4,75% | 0,19 CHF | 0,20 CHF | 250 000 | 250 000 | 251 823 | 251 823 | 51 790 CHF | 54 308 CHF | 100,00% | 100,00% |