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 | 6,66% | 0,16 CHF | 0,17 CHF | 325 000 | 325 000 | 361 396 | 361 396 | 52 466 CHF | 56 079 CHF | 100,00% | 100,00% |
14/08/2024 | 6,62% | 0,14 CHF | 0,15 CHF | 375 000 | 375 000 | 359 338 | 359 339 | 52 514 CHF | 56 107 CHF | 99,48% | 99,48% |
13/08/2024 | 6,74% | 0,15 CHF | 0,16 CHF | 375 000 | 375 000 | 368 157 | 368 157 | 52 800 CHF | 56 481 CHF | 99,51% | 99,51% |
12/08/2024 | 6,80% | 0,14 CHF | 0,15 CHF | 375 000 | 375 000 | 369 727 | 369 727 | 52 511 CHF | 56 208 CHF | 98,98% | 98,98% |
09/08/2024 | 6,19% | 0,16 CHF | 0,17 CHF | 350 000 | 350 000 | 332 740 | 332 740 | 52 107 CHF | 55 435 CHF | 99,43% | 99,43% |
08/08/2024 | 6,34% | 0,15 CHF | 0,16 CHF | 325 000 | 325 000 | 341 845 | 341 845 | 52 240 CHF | 55 658 CHF | 97,51% | 97,51% |
07/08/2024 | 6,06% | 0,17 CHF | 0,18 CHF | 300 000 | 300 000 | 324 665 | 324 665 | 51 936 CHF | 55 183 CHF | 99,26% | 99,26% |
06/08/2024 | 6,75% | 0,15 CHF | 0,16 CHF | 350 000 | 350 000 | 368 322 | 368 321 | 52 757 CHF | 56 440 CHF | 99,51% | 99,51% |
02/08/2024 | 6,52% | 0,13 CHF | 0,14 CHF | 375 000 | 375 000 | 352 951 | 352 951 | 52 375 CHF | 55 905 CHF | 96,18% | 96,18% |
30/07/2024 | 7,32% | 0,14 CHF | 0,15 CHF | 375 000 | 375 000 | 395 401 | 395 401 | 52 075 CHF | 56 029 CHF | 100,00% | 100,00% |