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 | 6,36% | 0,13 CHF | 0,14 CHF | 400 000 | 400 000 | 342 470 | 342 470 | 52 082 CHF | 55 507 CHF | 100,00% | 100,00% |
14/08/2024 | 5,33% | 0,18 CHF | 0,19 CHF | 300 000 | 300 000 | 287 159 | 287 159 | 52 480 CHF | 55 351 CHF | 99,49% | 99,49% |
13/08/2024 | 4,61% | 0,20 CHF | 0,21 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 53 042 CHF | 55 542 CHF | 99,56% | 99,56% |
12/08/2024 | 4,35% | 0,21 CHF | 0,22 CHF | 250 000 | 250 000 | 235 319 | 235 319 | 52 912 CHF | 55 265 CHF | 99,43% | 99,43% |
09/08/2024 | 4,22% | 0,25 CHF | 0,26 CHF | 225 000 | 225 000 | 229 686 | 229 686 | 53 228 CHF | 55 524 CHF | 99,44% | 99,44% |
08/08/2024 | 3,74% | 0,24 CHF | 0,25 CHF | 225 000 | 225 000 | 204 210 | 204 210 | 53 680 CHF | 55 722 CHF | 97,52% | 97,52% |
07/08/2024 | 4,35% | 0,22 CHF | 0,23 CHF | 250 000 | 250 000 | 239 405 | 239 405 | 53 806 CHF | 56 201 CHF | 99,28% | 99,28% |
06/08/2024 | 3,27% | 0,27 CHF | 0,28 CHF | 200 000 | 200 000 | 174 794 | 174 787 | 52 514 CHF | 54 260 CHF | 99,49% | 99,49% |
02/08/2024 | 3,60% | 0,36 CHF | 0,37 CHF | 150 000 | 150 000 | 196 573 | 196 573 | 53 755 CHF | 55 721 CHF | 96,18% | 96,18% |
30/07/2024 | 6,41% | 0,18 CHF | 0,19 CHF | 325 000 | 325 000 | 347 659 | 347 659 | 52 522 CHF | 55 999 CHF | 100,00% | 100,00% |