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 | 4,76% | 0,22 CHF | 0,23 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 92 861 CHF | 32 454 CHF | 99,15% | 99,15% |
14/08/2024 | 4,99% | 0,19 CHF | 0,20 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 88 079 CHF | 30 860 CHF | 96,53% | 96,53% |
13/08/2024 | 4,64% | 0,20 CHF | 0,21 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 94 936 CHF | 33 145 CHF | 99,16% | 99,16% |
12/08/2024 | 4,22% | 0,24 CHF | 0,25 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 104 609 CHF | 36 370 CHF | 99,16% | 99,16% |
09/08/2024 | 4,01% | 0,24 CHF | 0,25 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 110 209 CHF | 38 236 CHF | 99,16% | 99,16% |
08/08/2024 | 4,08% | 0,26 CHF | 0,27 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 108 190 CHF | 37 563 CHF | 98,85% | 98,85% |
07/08/2024 | 3,72% | 0,28 CHF | 0,29 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 118 797 CHF | 41 099 CHF | 99,16% | 99,16% |
06/08/2024 | 4,05% | 0,25 CHF | 0,26 CHF | 450 000 | 150 000 | 444 412 | 148 137 | 108 616 CHF | 37 687 CHF | 99,16% | 99,16% |
02/08/2024 | 3,03% | 0,30 CHF | 0,31 CHF | 450 000 | 150 000 | 313 310 | 104 437 | 101 859 CHF | 34 997 CHF | 94,20% | 94,20% |
31/07/2024 | 2,41% | 0,41 CHF | 0,42 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 122 839 CHF | 41 946 CHF | 39,53% | 39,53% |