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 | 6,06% | 0,16 CHF | 0,17 CHF | 350 000 | 350 000 | 324 931 | 324 931 | 51 935 CHF | 55 185 CHF | 100,00% | 100,00% |
14/08/2024 | 5,69% | 0,17 CHF | 0,18 CHF | 300 000 | 300 000 | 299 922 | 299 922 | 51 210 CHF | 54 209 CHF | 99,48% | 99,48% |
13/08/2024 | 5,27% | 0,18 CHF | 0,19 CHF | 275 000 | 275 000 | 286 273 | 286 273 | 52 842 CHF | 55 705 CHF | 99,43% | 99,43% |
12/08/2024 | 5,33% | 0,19 CHF | 0,20 CHF | 300 000 | 300 000 | 293 937 | 293 937 | 53 667 CHF | 56 606 CHF | 99,28% | 99,28% |
09/08/2024 | 5,25% | 0,19 CHF | 0,20 CHF | 275 000 | 275 000 | 283 380 | 283 380 | 52 533 CHF | 55 366 CHF | 99,43% | 99,43% |
08/08/2024 | 4,91% | 0,19 CHF | 0,20 CHF | 275 000 | 275 000 | 257 682 | 257 682 | 51 209 CHF | 53 786 CHF | 97,53% | 97,53% |
07/08/2024 | 5,18% | 0,18 CHF | 0,19 CHF | 300 000 | 300 000 | 277 627 | 277 627 | 52 188 CHF | 54 964 CHF | 99,30% | 99,30% |
06/08/2024 | 4,29% | 0,23 CHF | 0,24 CHF | 225 000 | 225 000 | 231 739 | 231 739 | 52 806 CHF | 55 123 CHF | 99,48% | 99,48% |
02/08/2024 | 5,47% | 0,20 CHF | 0,21 CHF | 250 000 | 250 000 | 295 742 | 295 735 | 52 577 CHF | 55 533 CHF | 99,98% | 99,98% |
30/07/2024 | 9,30% | 0,10 CHF | 0,11 CHF | 500 000 | 500 000 | 492 764 | 492 763 | 50 586 CHF | 55 514 CHF | 100,00% | 100,00% |