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 | 5,55% | 0,17 CHF | 0,18 CHF | 325 000 | 325 000 | 297 539 | 297 538 | 52 141 CHF | 55 117 CHF | 100,00% | 100,00% |
14/08/2024 | 5,12% | 0,19 CHF | 0,20 CHF | 275 000 | 275 000 | 273 204 | 273 202 | 52 013 CHF | 54 745 CHF | 100,00% | 100,00% |
13/08/2024 | 4,50% | 0,21 CHF | 0,22 CHF | 250 000 | 250 000 | 247 881 | 247 882 | 53 819 CHF | 56 298 CHF | 98,92% | 98,92% |
12/08/2024 | 4,36% | 0,21 CHF | 0,22 CHF | 250 000 | 250 000 | 235 108 | 235 106 | 52 772 CHF | 55 123 CHF | 99,01% | 99,01% |
09/08/2024 | 4,31% | 0,23 CHF | 0,24 CHF | 225 000 | 225 000 | 235 774 | 235 774 | 53 495 CHF | 55 853 CHF | 99,84% | 99,84% |
08/08/2024 | 3,85% | 0,23 CHF | 0,24 CHF | 200 000 | 200 000 | 205 600 | 205 602 | 52 361 CHF | 54 418 CHF | 100,00% | 100,00% |
07/08/2024 | 3,89% | 0,21 CHF | 0,22 CHF | 250 000 | 250 000 | 206 997 | 206 997 | 52 198 CHF | 54 267 CHF | 99,50% | 99,50% |
06/08/2024 | 3,56% | 0,26 CHF | 0,27 CHF | 200 000 | 200 000 | 195 422 | 195 422 | 53 940 CHF | 55 894 CHF | 99,44% | 99,44% |
02/08/2024 | 4,15% | 0,27 CHF | 0,28 CHF | 200 000 | 200 000 | 227 168 | 227 191 | 53 547 CHF | 55 825 CHF | 99,72% | 99,72% |
31/07/2024 | 5,92% | 0,16 CHF | 0,17 CHF | 325 000 | 325 000 | 317 203 | 317 196 | 52 027 CHF | 55 198 CHF | 32,10% | 32,10% |