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 | 5,13% | 0,19 CHF | 0,20 CHF | 300 000 | 300 000 | 275 750 | 275 748 | 52 290 CHF | 55 047 CHF | 100,00% | 100,00% |
14/08/2024 | 4,78% | 0,20 CHF | 0,21 CHF | 250 000 | 250 000 | 251 590 | 251 588 | 51 357 CHF | 53 873 CHF | 100,00% | 100,00% |
13/08/2024 | 4,18% | 0,22 CHF | 0,23 CHF | 250 000 | 250 000 | 225 296 | 225 293 | 52 708 CHF | 54 961 CHF | 98,95% | 98,95% |
12/08/2024 | 4,32% | 0,23 CHF | 0,24 CHF | 225 000 | 225 000 | 232 554 | 232 553 | 52 706 CHF | 55 031 CHF | 98,72% | 98,72% |
09/08/2024 | 4,09% | 0,23 CHF | 0,24 CHF | 225 000 | 225 000 | 220 997 | 220 996 | 52 896 CHF | 55 106 CHF | 99,82% | 99,82% |
08/08/2024 | 3,51% | 0,27 CHF | 0,28 CHF | 200 000 | 200 000 | 191 927 | 191 925 | 53 718 CHF | 55 637 CHF | 100,00% | 100,00% |
07/08/2024 | 3,43% | 0,25 CHF | 0,26 CHF | 200 000 | 200 000 | 183 521 | 183 521 | 52 640 CHF | 54 475 CHF | 99,44% | 99,44% |
06/08/2024 | 2,90% | 0,32 CHF | 0,33 CHF | 175 000 | 175 000 | 159 436 | 159 437 | 54 117 CHF | 55 712 CHF | 99,45% | 99,45% |
02/08/2024 | 5,07% | 0,24 CHF | 0,25 CHF | 250 000 | 250 000 | 274 356 | 274 356 | 52 819 CHF | 55 562 CHF | 99,78% | 99,78% |
31/07/2024 | 5,75% | 0,17 CHF | 0,18 CHF | 300 000 | 300 000 | 302 657 | 302 657 | 51 180 CHF | 54 207 CHF | 32,10% | 32,10% |