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 | 4,05% | 0,27 CHF | 0,28 CHF | 200 000 | 200 000 | 216 813 | 216 813 | 52 497 CHF | 54 665 CHF | 99,80% | 99,80% |
14/08/2024 | 4,39% | 0,22 CHF | 0,23 CHF | 250 000 | 250 000 | 243 279 | 243 279 | 54 114 CHF | 56 547 CHF | 99,27% | 99,27% |
13/08/2024 | 4,42% | 0,23 CHF | 0,24 CHF | 225 000 | 225 000 | 246 372 | 246 372 | 54 476 CHF | 56 940 CHF | 99,57% | 99,57% |
12/08/2024 | 4,45% | 0,22 CHF | 0,23 CHF | 225 000 | 225 000 | 245 721 | 245 721 | 53 973 CHF | 56 430 CHF | 99,23% | 99,23% |
09/08/2024 | 4,76% | 0,21 CHF | 0,22 CHF | 250 000 | 250 000 | 250 550 | 250 550 | 51 459 CHF | 53 965 CHF | 99,46% | 99,46% |
08/08/2024 | 5,92% | 0,20 CHF | 0,21 CHF | 275 000 | 275 000 | 320 119 | 320 121 | 52 477 CHF | 55 679 CHF | 100,00% | 100,00% |
07/08/2024 | 5,64% | 0,19 CHF | 0,20 CHF | 300 000 | 300 000 | 305 939 | 305 978 | 52 822 CHF | 55 889 CHF | 99,47% | 99,47% |
06/08/2024 | 6,55% | 0,14 CHF | 0,15 CHF | 350 000 | 350 000 | 353 875 | 353 867 | 52 237 CHF | 55 774 CHF | 99,54% | 99,54% |
02/08/2024 | 4,71% | 0,18 CHF | 0,19 CHF | 275 000 | 275 000 | 252 044 | 252 033 | 52 308 CHF | 54 827 CHF | 99,95% | 99,95% |
30/07/2024 | 3,08% | 0,31 CHF | 0,32 CHF | 175 000 | 175 000 | 175 000 | 175 000 | 55 945 CHF | 57 695 CHF | 100,00% | 100,00% |