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 | 3,61% | 0,31 CHF | 0,32 CHF | 140 000 | 140 000 | 140 000 | 140 000 | 38 273 CHF | 39 673 CHF | 100,00% | 100,00% |
14/08/2024 | 4,02% | 0,26 CHF | 0,27 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 36 616 CHF | 38 116 CHF | 99,69% | 99,69% |
13/08/2024 | 4,36% | 0,25 CHF | 0,26 CHF | 150 000 | 150 000 | 157 749 | 157 749 | 35 587 CHF | 37 168 CHF | 99,73% | 99,73% |
12/08/2024 | 4,52% | 0,22 CHF | 0,23 CHF | 160 000 | 160 000 | 159 848 | 159 848 | 34 613 CHF | 36 213 CHF | 98,99% | 98,99% |
09/08/2024 | 4,50% | 0,21 CHF | 0,22 CHF | 160 000 | 160 000 | 160 000 | 160 000 | 34 760 CHF | 36 360 CHF | 99,98% | 99,98% |
08/08/2024 | 4,69% | 0,21 CHF | 0,22 CHF | 160 000 | 160 000 | 166 126 | 166 126 | 34 603 CHF | 36 264 CHF | 99,94% | 99,94% |
07/08/2024 | 4,66% | 0,22 CHF | 0,23 CHF | 170 000 | 170 000 | 172 744 | 172 744 | 36 227 CHF | 37 954 CHF | 99,97% | 99,97% |
06/08/2024 | 4,96% | 0,19 CHF | 0,20 CHF | 180 000 | 180 000 | 176 218 | 176 218 | 34 644 CHF | 36 406 CHF | 99,94% | 99,94% |
02/08/2024 | 3,85% | 0,24 CHF | 0,25 CHF | 150 000 | 150 000 | 141 229 | 141 229 | 35 969 CHF | 37 382 CHF | 99,99% | 99,99% |
30/07/2024 | 3,75% | 0,28 CHF | 0,29 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 39 357 CHF | 40 857 CHF | 100,00% | 100,00% |