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 | 5,02% | 0,20 CHF | 0,21 CHF | 300 000 | 100 000 | 301 016 | 100 339 | 58 478 CHF | 20 496 CHF | 99,27% | 99,27% |
14/08/2024 | 4,91% | 0,20 CHF | 0,21 CHF | 300 000 | 100 000 | 323 903 | 107 968 | 64 276 CHF | 22 505 CHF | 99,27% | 99,27% |
13/08/2024 | 4,87% | 0,20 CHF | 0,21 CHF | 450 000 | 150 000 | 316 082 | 105 361 | 63 228 CHF | 22 130 CHF | 99,18% | 99,18% |
12/08/2024 | 4,67% | 0,22 CHF | 0,23 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 62 860 CHF | 21 953 CHF | 99,27% | 99,27% |
09/08/2024 | 4,66% | 0,21 CHF | 0,22 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 62 869 CHF | 21 956 CHF | 99,23% | 99,23% |
08/08/2024 | 4,74% | 0,21 CHF | 0,22 CHF | 300 000 | 100 000 | 338 228 | 112 743 | 69 327 CHF | 24 236 CHF | 99,26% | 99,26% |
07/08/2024 | 4,65% | 0,22 CHF | 0,23 CHF | 300 000 | 100 000 | 321 127 | 107 042 | 67 326 CHF | 23 512 CHF | 98,91% | 98,91% |
06/08/2024 | 5,30% | 0,18 CHF | 0,19 CHF | 450 000 | 150 000 | 436 649 | 145 550 | 80 109 CHF | 28 158 CHF | 98,72% | 98,72% |
02/08/2024 | 4,34% | 0,21 CHF | 0,22 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 67 738 CHF | 23 579 CHF | 97,96% | 97,96% |
31/07/2024 | 3,92% | 0,26 CHF | 0,27 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 75 014 CHF | 26 005 CHF | 37,91% | 37,91% |