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 | 5,03% | 0,18 CHF | 0,19 CHF | 300 000 | 300 000 | 264 871 | 264 871 | 51 236 CHF | 53 884 CHF | 99,39% | 99,39% |
14/08/2024 | 4,76% | 0,21 CHF | 0,22 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 51 247 CHF | 53 747 CHF | 98,85% | 98,85% |
13/08/2024 | 4,43% | 0,22 CHF | 0,23 CHF | 250 000 | 250 000 | 248 130 | 248 130 | 54 733 CHF | 57 214 CHF | 98,90% | 98,90% |
12/08/2024 | 4,37% | 0,23 CHF | 0,24 CHF | 225 000 | 225 000 | 239 829 | 239 829 | 53 689 CHF | 56 087 CHF | 98,79% | 98,79% |
09/08/2024 | 4,54% | 0,22 CHF | 0,23 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 53 842 CHF | 56 342 CHF | 98,85% | 98,85% |
08/08/2024 | 4,43% | 0,22 CHF | 0,23 CHF | 250 000 | 250 000 | 248 680 | 248 680 | 54 837 CHF | 57 323 CHF | 96,77% | 96,77% |
07/08/2024 | 4,83% | 0,21 CHF | 0,22 CHF | 250 000 | 250 000 | 250 183 | 250 183 | 50 607 CHF | 53 109 CHF | 98,63% | 98,63% |
06/08/2024 | 4,35% | 0,23 CHF | 0,24 CHF | 225 000 | 225 000 | 234 555 | 234 555 | 52 777 CHF | 55 123 CHF | 98,86% | 98,86% |
02/08/2024 | 5,13% | 0,19 CHF | 0,20 CHF | 275 000 | 275 000 | 276 386 | 276 387 | 52 465 CHF | 55 229 CHF | 99,12% | 99,12% |
30/07/2024 | 6,44% | 0,15 CHF | 0,16 CHF | 350 000 | 350 000 | 348 865 | 348 865 | 52 424 CHF | 55 913 CHF | 99,38% | 99,38% |