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 | 5,02% | 0,21 CHF | 0,22 CHF | 250 000 | 250 000 | 271 334 | 271 334 | 52 732 CHF | 55 445 CHF | 100,00% | 100,00% |
14/08/2024 | 5,29% | 0,18 CHF | 0,19 CHF | 275 000 | 275 000 | 289 347 | 289 346 | 53 235 CHF | 56 129 CHF | 99,49% | 99,49% |
13/08/2024 | 5,40% | 0,18 CHF | 0,19 CHF | 300 000 | 300 000 | 296 556 | 296 556 | 53 431 CHF | 56 396 CHF | 99,43% | 99,43% |
12/08/2024 | 5,21% | 0,18 CHF | 0,19 CHF | 275 000 | 275 000 | 281 227 | 281 227 | 52 569 CHF | 55 381 CHF | 99,24% | 99,24% |
09/08/2024 | 4,92% | 0,19 CHF | 0,20 CHF | 275 000 | 275 000 | 256 301 | 256 301 | 50 807 CHF | 53 370 CHF | 99,44% | 99,44% |
08/08/2024 | 5,19% | 0,20 CHF | 0,21 CHF | 275 000 | 275 000 | 280 490 | 280 490 | 52 577 CHF | 55 382 CHF | 97,53% | 97,53% |
07/08/2024 | 5,02% | 0,20 CHF | 0,21 CHF | 250 000 | 250 000 | 260 882 | 260 879 | 50 678 CHF | 53 286 CHF | 98,13% | 98,13% |
06/08/2024 | 5,65% | 0,16 CHF | 0,17 CHF | 300 000 | 300 000 | 302 222 | 302 221 | 52 021 CHF | 55 043 CHF | 99,46% | 99,46% |
02/08/2024 | 4,49% | 0,20 CHF | 0,21 CHF | 250 000 | 250 000 | 243 608 | 243 608 | 53 093 CHF | 55 529 CHF | 97,09% | 97,09% |
30/07/2024 | 2,84% | 0,35 CHF | 0,36 CHF | 150 000 | 150 000 | 150 076 | 150 076 | 52 172 CHF | 53 672 CHF | 100,00% | 100,00% |