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 | 5,90% | 0,18 CHF | 0,19 CHF | 197 979 | 75 000 | 198 459 | 73 950 | 32 784 CHF | 12 945 CHF | 99,18% | 99,18% |
14/08/2024 | 5,55% | 0,16 CHF | 0,17 CHF | 198 242 | 75 000 | 196 020 | 73 268 | 34 366 CHF | 13 572 CHF | 98,48% | 98,48% |
13/08/2024 | 5,75% | 0,17 CHF | 0,18 CHF | 196 458 | 75 000 | 197 537 | 75 000 | 33 417 CHF | 13 439 CHF | 96,31% | 96,31% |
12/08/2024 | 5,48% | 0,17 CHF | 0,18 CHF | 197 274 | 75 000 | 196 612 | 75 000 | 34 924 CHF | 14 075 CHF | 100,00% | 100,00% |
09/08/2024 | 5,81% | 0,16 CHF | 0,17 CHF | 197 727 | 75 000 | 197 624 | 75 000 | 33 037 CHF | 13 288 CHF | 100,00% | 100,00% |
08/08/2024 | 7,21% | 0,16 CHF | 0,17 CHF | 199 106 | 75 000 | 201 606 | 75 000 | 27 068 CHF | 10 822 CHF | 97,96% | 97,96% |
07/08/2024 | 6,11% | 0,16 CHF | 0,17 CHF | 199 049 | 75 000 | 198 165 | 75 000 | 31 476 CHF | 12 663 CHF | 100,00% | 100,00% |
06/08/2024 | 6,34% | 0,14 CHF | 0,15 CHF | 198 246 | 75 000 | 196 763 | 54 513 | 30 342 CHF | 8 725 CHF | 99,25% | 99,25% |
02/08/2024 | 6,61% | 0,21 CHF | 0,23 CHF | 190 135 | 20 000 | 189 923 | 20 000 | 42 808 CHF | 4 816 CHF | 98,86% | 98,86% |
31/07/2024 | 3,86% | 0,25 CHF | 0,26 CHF | 188 690 | 75 000 | 187 980 | 68 221 | 47 712 CHF | 17 956 CHF | 30,67% | 30,67% |