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 | 5,31% | 0,16 CHF | 0,17 CHF | 380 000 | 380 000 | 380 000 | 380 000 | 70 718 CHF | 74 518 CHF | 99,94% | 99,94% |
14/08/2024 | 4,14% | 0,23 CHF | 0,24 CHF | 390 000 | 390 000 | 390 000 | 390 000 | 92 338 CHF | 96 238 CHF | 99,57% | 99,57% |
13/08/2024 | 4,57% | 0,23 CHF | 0,24 CHF | 390 000 | 390 000 | 390 000 | 390 000 | 83 536 CHF | 87 436 CHF | 99,84% | 99,84% |
12/08/2024 | 4,94% | 0,20 CHF | 0,21 CHF | 390 000 | 390 000 | 389 627 | 389 627 | 77 126 CHF | 81 026 CHF | 99,73% | 99,73% |
09/08/2024 | 4,19% | 0,24 CHF | 0,25 CHF | 410 000 | 410 000 | 410 000 | 410 000 | 95 877 CHF | 99 977 CHF | 99,99% | 99,99% |
08/08/2024 | 3,59% | 0,24 CHF | 0,25 CHF | 380 000 | 380 000 | 380 000 | 380 000 | 104 834 CHF | 108 634 CHF | 99,81% | 99,81% |
07/08/2024 | 3,74% | 0,23 CHF | 0,24 CHF | 340 000 | 340 000 | 340 000 | 340 000 | 89 771 CHF | 93 171 CHF | 99,87% | 99,87% |
06/08/2024 | 3,00% | 0,34 CHF | 0,35 CHF | 340 000 | 340 000 | 340 000 | 340 000 | 111 595 CHF | 114 995 CHF | 99,97% | 99,97% |
02/08/2024 | 4,89% | 0,28 CHF | 0,29 CHF | 430 000 | 430 000 | 430 000 | 430 000 | 87 733 CHF | 92 033 CHF | 99,63% | 99,63% |
30/07/2024 | 10,73% | 0,09 CHF | 0,10 CHF | 600 000 | 600 000 | 600 000 | 600 000 | 52 912 CHF | 58 912 CHF | 99,49% | 99,49% |