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 | 6,12% | 0,18 CHF | 0,19 CHF | 300 000 | 300 000 | 332 312 | 332 312 | 52 669 CHF | 55 992 CHF | 99,38% | 99,38% |
14/08/2024 | 7,01% | 0,14 CHF | 0,15 CHF | 375 000 | 375 000 | 380 999 | 380 999 | 52 434 CHF | 56 244 CHF | 98,87% | 98,87% |
13/08/2024 | 7,79% | 0,13 CHF | 0,14 CHF | 425 000 | 425 000 | 417 839 | 417 839 | 51 552 CHF | 55 731 CHF | 98,91% | 98,91% |
12/08/2024 | 7,40% | 0,12 CHF | 0,13 CHF | 400 000 | 400 000 | 399 144 | 399 144 | 51 988 CHF | 55 979 CHF | 98,51% | 98,51% |
09/08/2024 | 6,93% | 0,13 CHF | 0,14 CHF | 400 000 | 400 000 | 375 773 | 375 773 | 52 326 CHF | 56 084 CHF | 98,85% | 98,85% |
08/08/2024 | 6,92% | 0,14 CHF | 0,15 CHF | 375 000 | 375 000 | 376 582 | 376 582 | 52 519 CHF | 56 285 CHF | 96,89% | 96,89% |
07/08/2024 | 6,61% | 0,14 CHF | 0,15 CHF | 350 000 | 350 000 | 358 765 | 358 765 | 52 502 CHF | 56 089 CHF | 98,65% | 98,65% |
06/08/2024 | 7,82% | 0,12 CHF | 0,13 CHF | 425 000 | 425 000 | 417 396 | 417 396 | 51 288 CHF | 55 462 CHF | 98,89% | 98,89% |
02/08/2024 | 5,77% | 0,16 CHF | 0,17 CHF | 325 000 | 325 000 | 303 934 | 303 934 | 51 170 CHF | 54 209 CHF | 99,38% | 99,38% |
30/07/2024 | 3,79% | 0,26 CHF | 0,27 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 51 813 CHF | 53 813 CHF | 99,39% | 99,39% |