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 | 3,87% | 0,26 CHF | 0,27 CHF | 200 000 | 200 000 | 203 150 | 203 150 | 51 514 CHF | 53 546 CHF | 99,39% | 99,39% |
14/08/2024 | 4,07% | 0,27 CHF | 0,28 CHF | 200 000 | 200 000 | 222 132 | 222 133 | 53 472 CHF | 55 693 CHF | 98,88% | 98,88% |
13/08/2024 | 4,73% | 0,21 CHF | 0,22 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 51 588 CHF | 54 088 CHF | 98,93% | 98,93% |
12/08/2024 | 4,54% | 0,20 CHF | 0,21 CHF | 250 000 | 250 000 | 249 638 | 249 638 | 53 729 CHF | 56 225 CHF | 98,82% | 98,82% |
09/08/2024 | 4,39% | 0,23 CHF | 0,24 CHF | 225 000 | 225 000 | 242 277 | 242 277 | 54 004 CHF | 56 426 CHF | 98,84% | 98,84% |
08/08/2024 | 4,25% | 0,23 CHF | 0,24 CHF | 225 000 | 225 000 | 226 612 | 226 612 | 52 216 CHF | 54 482 CHF | 96,89% | 96,89% |
07/08/2024 | 4,21% | 0,22 CHF | 0,23 CHF | 250 000 | 250 000 | 227 778 | 227 778 | 52 899 CHF | 55 177 CHF | 98,65% | 98,65% |
06/08/2024 | 3,91% | 0,25 CHF | 0,26 CHF | 200 000 | 200 000 | 203 762 | 203 762 | 51 132 CHF | 53 170 CHF | 98,88% | 98,88% |
02/08/2024 | 4,81% | 0,23 CHF | 0,24 CHF | 225 000 | 225 000 | 260 687 | 260 687 | 52 955 CHF | 55 562 CHF | 99,39% | 99,39% |
30/07/2024 | 6,39% | 0,15 CHF | 0,16 CHF | 350 000 | 350 000 | 346 067 | 346 067 | 52 471 CHF | 55 932 CHF | 99,38% | 99,38% |