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 | 4,04% | 0,23 CHF | 0,24 CHF | 250 000 | 250 000 | 214 315 | 214 315 | 51 909 CHF | 54 052 CHF | 99,80% | 99,80% |
14/08/2024 | 3,48% | 0,28 CHF | 0,29 CHF | 175 000 | 175 000 | 189 186 | 189 185 | 53 449 CHF | 55 341 CHF | 99,29% | 99,29% |
13/08/2024 | 3,74% | 0,27 CHF | 0,28 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 52 506 CHF | 54 506 CHF | 99,58% | 99,58% |
12/08/2024 | 3,92% | 0,26 CHF | 0,27 CHF | 200 000 | 200 000 | 202 884 | 202 884 | 50 707 CHF | 52 735 CHF | 99,45% | 99,45% |
09/08/2024 | 3,57% | 0,28 CHF | 0,29 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 55 111 CHF | 57 111 CHF | 99,47% | 99,47% |
08/08/2024 | 3,18% | 0,28 CHF | 0,29 CHF | 200 000 | 200 000 | 180 568 | 180 576 | 55 897 CHF | 57 705 CHF | 100,00% | 100,00% |
07/08/2024 | 3,28% | 0,27 CHF | 0,28 CHF | 175 000 | 175 000 | 174 173 | 174 172 | 52 205 CHF | 53 947 CHF | 99,47% | 99,47% |
06/08/2024 | 2,75% | 0,37 CHF | 0,38 CHF | 150 000 | 150 000 | 149 397 | 149 405 | 53 592 CHF | 55 088 CHF | 99,55% | 99,55% |
02/08/2024 | 3,97% | 0,31 CHF | 0,32 CHF | 175 000 | 175 000 | 215 179 | 215 198 | 53 125 CHF | 55 282 CHF | 100,00% | 100,00% |
30/07/2024 | 6,50% | 0,15 CHF | 0,16 CHF | 350 000 | 350 000 | 353 646 | 353 647 | 52 613 CHF | 56 150 CHF | 100,00% | 100,00% |