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 | 4,85% | 0,18 CHF | 0,19 CHF | 300 000 | 300 000 | 259 178 | 259 178 | 52 137 CHF | 54 729 CHF | 100,00% | 100,00% |
14/08/2024 | 4,65% | 0,21 CHF | 0,22 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 52 500 CHF | 55 000 CHF | 99,48% | 99,48% |
13/08/2024 | 4,55% | 0,21 CHF | 0,22 CHF | 250 000 | 250 000 | 248 784 | 248 784 | 53 417 CHF | 55 905 CHF | 99,49% | 99,49% |
12/08/2024 | 4,48% | 0,22 CHF | 0,23 CHF | 250 000 | 250 000 | 249 738 | 249 738 | 54 569 CHF | 57 066 CHF | 99,03% | 99,03% |
09/08/2024 | 4,57% | 0,21 CHF | 0,22 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 53 458 CHF | 55 958 CHF | 99,39% | 99,39% |
08/08/2024 | 4,33% | 0,22 CHF | 0,23 CHF | 250 000 | 250 000 | 234 241 | 234 241 | 52 943 CHF | 55 286 CHF | 97,48% | 97,48% |
07/08/2024 | 4,55% | 0,21 CHF | 0,22 CHF | 250 000 | 250 000 | 247 988 | 247 988 | 53 247 CHF | 55 727 CHF | 99,26% | 99,26% |
06/08/2024 | 4,03% | 0,23 CHF | 0,24 CHF | 225 000 | 225 000 | 211 539 | 211 539 | 51 404 CHF | 53 519 CHF | 99,45% | 99,45% |
02/08/2024 | 4,34% | 0,25 CHF | 0,26 CHF | 225 000 | 225 000 | 238 064 | 238 065 | 53 650 CHF | 56 030 CHF | 96,18% | 96,18% |
30/07/2024 | 3,96% | 0,23 CHF | 0,24 CHF | 225 000 | 225 000 | 208 289 | 208 289 | 51 489 CHF | 53 571 CHF | 100,00% | 100,00% |