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 | 2,91% | 0,35 CHF | 0,36 CHF | 150 000 | 150 000 | 163 053 | 163 053 | 55 148 CHF | 56 779 CHF | 100,00% | 100,00% |
14/08/2024 | 3,00% | 0,33 CHF | 0,34 CHF | 175 000 | 175 000 | 175 000 | 175 000 | 57 507 CHF | 59 257 CHF | 100,00% | 100,00% |
13/08/2024 | 3,19% | 0,32 CHF | 0,33 CHF | 175 000 | 175 000 | 175 000 | 175 000 | 53 981 CHF | 55 731 CHF | 98,92% | 98,92% |
12/08/2024 | 2,91% | 0,32 CHF | 0,33 CHF | 175 000 | 175 000 | 155 529 | 155 526 | 52 551 CHF | 54 105 CHF | 99,04% | 99,04% |
09/08/2024 | 2,89% | 0,34 CHF | 0,35 CHF | 150 000 | 150 000 | 157 179 | 157 178 | 53 540 CHF | 55 112 CHF | 99,87% | 99,87% |
08/08/2024 | 3,25% | 0,32 CHF | 0,33 CHF | 175 000 | 175 000 | 174 895 | 174 895 | 52 927 CHF | 54 676 CHF | 100,00% | 100,00% |
07/08/2024 | 2,90% | 0,35 CHF | 0,36 CHF | 150 000 | 150 000 | 158 871 | 158 871 | 54 017 CHF | 55 605 CHF | 99,40% | 99,40% |
06/08/2024 | 3,24% | 0,32 CHF | 0,33 CHF | 175 000 | 175 000 | 176 900 | 176 900 | 53 730 CHF | 55 499 CHF | 99,59% | 99,59% |
02/08/2024 | 2,51% | 0,36 CHF | 0,37 CHF | 150 000 | 150 000 | 134 411 | 134 411 | 52 862 CHF | 54 206 CHF | 99,77% | 99,77% |
31/07/2024 | 2,19% | 0,45 CHF | 0,46 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 56 495 CHF | 57 745 CHF | 32,10% | 32,10% |