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 | 4,37% | 0,21 CHF | 0,22 CHF | 250 000 | 250 000 | 232 860 | 232 859 | 52 116 CHF | 54 445 CHF | 99,80% | 99,80% |
14/08/2024 | 3,82% | 0,25 CHF | 0,26 CHF | 200 000 | 200 000 | 200 582 | 200 582 | 51 546 CHF | 53 552 CHF | 99,28% | 99,28% |
13/08/2024 | 4,07% | 0,25 CHF | 0,26 CHF | 225 000 | 225 000 | 222 139 | 222 139 | 53 469 CHF | 55 690 CHF | 99,58% | 99,58% |
12/08/2024 | 4,26% | 0,23 CHF | 0,24 CHF | 225 000 | 225 000 | 227 112 | 227 112 | 52 153 CHF | 54 424 CHF | 99,45% | 99,45% |
09/08/2024 | 3,94% | 0,25 CHF | 0,26 CHF | 200 000 | 200 000 | 202 768 | 202 767 | 50 492 CHF | 52 519 CHF | 99,47% | 99,47% |
08/08/2024 | 3,57% | 0,25 CHF | 0,26 CHF | 200 000 | 200 000 | 190 579 | 190 579 | 52 497 CHF | 54 403 CHF | 100,00% | 100,00% |
07/08/2024 | 3,70% | 0,24 CHF | 0,25 CHF | 200 000 | 200 000 | 194 970 | 194 969 | 51 781 CHF | 53 730 CHF | 99,47% | 99,47% |
06/08/2024 | 3,15% | 0,32 CHF | 0,33 CHF | 175 000 | 175 000 | 174 401 | 174 400 | 54 545 CHF | 56 289 CHF | 99,55% | 99,55% |
02/08/2024 | 4,30% | 0,28 CHF | 0,29 CHF | 200 000 | 200 000 | 237 828 | 237 829 | 54 069 CHF | 56 448 CHF | 100,00% | 100,00% |
30/07/2024 | 6,46% | 0,15 CHF | 0,16 CHF | 350 000 | 350 000 | 350 000 | 350 000 | 52 460 CHF | 55 960 CHF | 100,00% | 100,00% |