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 | 5,07% | 0,21 CHF | 0,22 CHF | 197 075 | 75 000 | 198 030 | 73 950 | 38 163 CHF | 14 984 CHF | 99,18% | 99,18% |
14/08/2024 | 4,82% | 0,19 CHF | 0,20 CHF | 197 180 | 75 000 | 195 955 | 73 268 | 39 689 CHF | 15 578 CHF | 98,49% | 98,49% |
13/08/2024 | 5,01% | 0,20 CHF | 0,21 CHF | 196 110 | 75 000 | 197 399 | 75 000 | 38 457 CHF | 15 363 CHF | 96,93% | 96,93% |
12/08/2024 | 4,77% | 0,20 CHF | 0,21 CHF | 196 960 | 75 000 | 196 940 | 75 000 | 40 371 CHF | 16 127 CHF | 100,00% | 100,00% |
09/08/2024 | 5,03% | 0,19 CHF | 0,20 CHF | 197 556 | 75 000 | 197 548 | 75 000 | 38 322 CHF | 15 300 CHF | 99,83% | 99,83% |
08/08/2024 | 6,01% | 0,18 CHF | 0,19 CHF | 198 956 | 75 000 | 201 453 | 75 000 | 32 610 CHF | 12 893 CHF | 97,96% | 97,96% |
07/08/2024 | 5,28% | 0,19 CHF | 0,20 CHF | 198 714 | 75 000 | 198 001 | 75 000 | 36 502 CHF | 14 577 CHF | 100,00% | 100,00% |
06/08/2024 | 5,36% | 0,17 CHF | 0,18 CHF | 197 387 | 75 000 | 196 769 | 54 513 | 35 849 CHF | 10 275 CHF | 99,25% | 99,25% |
02/08/2024 | 6,72% | 0,24 CHF | 0,26 CHF | 189 880 | 20 000 | 189 864 | 20 000 | 47 826 CHF | 5 388 CHF | 98,58% | 98,58% |
31/07/2024 | 3,48% | 0,28 CHF | 0,29 CHF | 180 000 | 75 000 | 180 000 | 68 221 | 50 843 CHF | 19 901 CHF | 30,67% | 30,67% |