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 | 5,18% | 0,26 CHF | 0,27 CHF | 250 000 | 250 000 | 220 718 | 200 141 | 53 373 CHF | 51 049 CHF | 99,29% | 99,29% |
14/08/2024 | 7,77% | 0,22 CHF | 0,23 CHF | 250 000 | 250 000 | 241 902 | 198 891 | 51 022 CHF | 45 261 CHF | 85,36% | 85,36% |
13/08/2024 | 5,53% | 0,21 CHF | 0,22 CHF | 250 000 | 250 000 | 265 217 | 207 170 | 51 533 CHF | 42 742 CHF | 86,02% | 86,02% |
12/08/2024 | 4,88% | 0,21 CHF | 0,22 CHF | 250 000 | 250 000 | 241 961 | 200 162 | 50 573 CHF | 43 888 CHF | 99,11% | 99,11% |
09/08/2024 | 5,23% | 0,22 CHF | 0,23 CHF | 250 000 | 250 000 | 244 039 | 200 169 | 50 964 CHF | 44 058 CHF | 78,66% | 78,66% |
08/08/2024 | 6,10% | 0,19 CHF | 0,20 CHF | 270 000 | 250 000 | 288 320 | 200 136 | 50 836 CHF | 37 934 CHF | 90,93% | 90,93% |
07/08/2024 | 6,27% | 0,21 CHF | 0,22 CHF | 250 000 | 250 000 | 270 332 | 200 121 | 50 807 CHF | 40 298 CHF | 99,02% | 99,02% |
06/08/2024 | 7,21% | 0,17 CHF | 0,18 CHF | 300 000 | 250 000 | 334 758 | 199 068 | 50 990 CHF | 32 687 CHF | 74,63% | 74,63% |
02/08/2024 | 6,55% | 0,14 CHF | 0,15 CHF | 360 000 | 250 000 | 264 927 | 200 226 | 50 463 CHF | 40 786 CHF | 90,36% | 90,36% |
30/07/2024 | 21,74% | 0,17 CHF | 0,23 CHF | 250 000 | 250 000 | 225 793 | 225 793 | 43 230 CHF | 53 689 CHF | 3,62% | 75,38% |