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 | 4,51% | 0,25 CHF | 0,26 CHF | 200 000 | 200 000 | 236 869 | 236 869 | 51 396 CHF | 53 765 CHF | 99,39% | 99,39% |
14/08/2024 | 5,02% | 0,19 CHF | 0,20 CHF | 250 000 | 250 000 | 264 339 | 264 339 | 51 278 CHF | 53 922 CHF | 98,86% | 98,86% |
13/08/2024 | 5,28% | 0,19 CHF | 0,20 CHF | 275 000 | 275 000 | 287 909 | 287 909 | 53 099 CHF | 55 978 CHF | 98,96% | 98,96% |
12/08/2024 | 4,98% | 0,19 CHF | 0,20 CHF | 250 000 | 250 000 | 261 540 | 261 540 | 51 174 CHF | 53 790 CHF | 98,83% | 98,83% |
09/08/2024 | 5,14% | 0,20 CHF | 0,21 CHF | 250 000 | 250 000 | 276 116 | 276 116 | 52 244 CHF | 55 005 CHF | 98,60% | 98,60% |
08/08/2024 | 5,65% | 0,18 CHF | 0,19 CHF | 275 000 | 275 000 | 301 930 | 301 930 | 51 944 CHF | 54 964 CHF | 96,91% | 96,91% |
07/08/2024 | 5,26% | 0,18 CHF | 0,19 CHF | 300 000 | 300 000 | 286 404 | 286 404 | 53 010 CHF | 55 874 CHF | 98,67% | 98,67% |
06/08/2024 | 5,89% | 0,17 CHF | 0,18 CHF | 300 000 | 300 000 | 315 177 | 315 177 | 51 919 CHF | 55 071 CHF | 98,88% | 98,88% |
02/08/2024 | 4,01% | 0,21 CHF | 0,22 CHF | 250 000 | 250 000 | 212 160 | 212 160 | 51 897 CHF | 54 019 CHF | 99,39% | 99,39% |
30/07/2024 | 2,54% | 0,39 CHF | 0,40 CHF | 125 000 | 125 000 | 144 293 | 144 293 | 56 113 CHF | 57 556 CHF | 99,39% | 99,39% |