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 | 4,41% | 0,31 CHF | 0,32 CHF | 240 000 | 240 000 | 237 557 | 237 557 | 55 650 CHF | 58 029 CHF | 99,98% | 99,98% |
14/08/2024 | 4,33% | 0,22 CHF | 0,23 CHF | 250 000 | 250 000 | 247 469 | 247 469 | 57 186 CHF | 59 664 CHF | 99,26% | 99,26% |
13/08/2024 | 4,64% | 0,22 CHF | 0,23 CHF | 270 000 | 270 000 | 267 279 | 267 279 | 57 629 CHF | 60 305 CHF | 99,82% | 99,82% |
12/08/2024 | 5,17% | 0,19 CHF | 0,20 CHF | 270 000 | 270 000 | 266 741 | 266 741 | 51 500 CHF | 54 175 CHF | 99,92% | 99,92% |
09/08/2024 | 4,74% | 0,19 CHF | 0,20 CHF | 250 000 | 250 000 | 241 004 | 241 004 | 50 717 CHF | 53 130 CHF | 99,92% | 99,92% |
08/08/2024 | 4,80% | 0,26 CHF | 0,27 CHF | 270 000 | 270 000 | 273 708 | 273 708 | 58 218 CHF | 60 958 CHF | 99,28% | 99,28% |
07/08/2024 | 4,23% | 0,22 CHF | 0,23 CHF | 280 000 | 280 000 | 275 224 | 275 224 | 65 623 CHF | 68 380 CHF | 99,61% | 99,61% |
06/08/2024 | 4,57% | 0,22 CHF | 0,23 CHF | 280 000 | 280 000 | 277 167 | 277 167 | 60 688 CHF | 63 463 CHF | 99,45% | 99,45% |
02/08/2024 | 5,45% | 0,28 CHF | 0,30 CHF | 200 000 | 200 000 | 154 614 | 154 614 | 48 857 CHF | 50 573 CHF | 99,38% | 99,38% |
30/07/2024 | 1,68% | 0,58 CHF | 0,59 CHF | 170 000 | 170 000 | 168 290 | 168 290 | 101 049 CHF | 102 733 CHF | 99,98% | 99,98% |