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 | 2,01% | 0,53 CHF | 0,54 CHF | 100 000 | 100 000 | 116 586 | 116 586 | 57 319 CHF | 58 484 CHF | 99,38% | 99,38% |
14/08/2024 | 2,27% | 0,44 CHF | 0,45 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 54 461 CHF | 55 711 CHF | 98,88% | 98,88% |
13/08/2024 | 2,35% | 0,42 CHF | 0,43 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 52 629 CHF | 53 879 CHF | 98,89% | 98,89% |
12/08/2024 | 2,34% | 0,42 CHF | 0,43 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 52 791 CHF | 54 041 CHF | 98,78% | 98,78% |
09/08/2024 | 2,43% | 0,41 CHF | 0,42 CHF | 125 000 | 125 000 | 128 131 | 128 131 | 52 107 CHF | 53 388 CHF | 98,84% | 98,84% |
08/08/2024 | 2,53% | 0,40 CHF | 0,41 CHF | 125 000 | 125 000 | 141 738 | 141 738 | 55 155 CHF | 56 572 CHF | 96,84% | 96,84% |
07/08/2024 | 3,04% | 0,34 CHF | 0,35 CHF | 175 000 | 175 000 | 172 306 | 172 306 | 55 786 CHF | 57 509 CHF | 98,65% | 98,65% |
06/08/2024 | 3,29% | 0,29 CHF | 0,30 CHF | 175 000 | 175 000 | 178 689 | 178 687 | 53 515 CHF | 55 301 CHF | 98,83% | 98,83% |
02/08/2024 | 2,52% | 0,38 CHF | 0,39 CHF | 150 000 | 150 000 | 137 487 | 137 487 | 53 826 CHF | 55 201 CHF | 99,36% | 99,36% |
30/07/2024 | 1,87% | 0,55 CHF | 0,56 CHF | 100 000 | 100 000 | 100 036 | 100 036 | 53 056 CHF | 54 056 CHF | 99,38% | 99,38% |