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 | 1,88% | 0,51 CHF | 0,52 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 118 478 CHF | 40 243 CHF | 99,27% | 99,27% |
14/08/2024 | 1,87% | 0,53 CHF | 0,54 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 118 951 CHF | 40 400 CHF | 99,26% | 99,26% |
13/08/2024 | 1,97% | 0,52 CHF | 0,53 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 112 957 CHF | 38 402 CHF | 99,18% | 99,18% |
12/08/2024 | 2,00% | 0,51 CHF | 0,52 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 111 663 CHF | 37 971 CHF | 99,27% | 99,27% |
09/08/2024 | 2,08% | 0,50 CHF | 0,51 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 107 265 CHF | 36 505 CHF | 99,23% | 99,23% |
08/08/2024 | 2,28% | 0,46 CHF | 0,47 CHF | 225 000 | 75 000 | 270 881 | 90 294 | 117 438 CHF | 40 049 CHF | 99,26% | 99,26% |
07/08/2024 | 2,23% | 0,46 CHF | 0,47 CHF | 225 000 | 75 000 | 275 731 | 91 910 | 121 988 CHF | 41 582 CHF | 99,17% | 99,17% |
06/08/2024 | 2,36% | 0,42 CHF | 0,43 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 125 570 CHF | 42 857 CHF | 98,71% | 98,71% |
02/08/2024 | 2,08% | 0,47 CHF | 0,48 CHF | 225 000 | 75 000 | 223 997 | 75 000 | 106 834 CHF | 36 521 CHF | 97,72% | 97,96% |
31/07/2024 | 1,73% | 0,57 CHF | 0,58 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 42 995 CHF | 43 745 CHF | 37,91% | 37,91% |