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 | 4,01% | 0,29 CHF | 0,30 CHF | 410 000 | 410 000 | 410 000 | 410 000 | 101 971 CHF | 106 071 CHF | 99,97% | 99,97% |
14/08/2024 | 4,09% | 0,22 CHF | 0,23 CHF | 440 000 | 440 000 | 440 000 | 440 000 | 105 442 CHF | 109 842 CHF | 99,59% | 99,59% |
13/08/2024 | 3,81% | 0,24 CHF | 0,25 CHF | 430 000 | 430 000 | 430 000 | 430 000 | 110 877 CHF | 115 177 CHF | 100,00% | 100,00% |
12/08/2024 | 3,80% | 0,27 CHF | 0,28 CHF | 460 000 | 460 000 | 459 561 | 459 561 | 118 968 CHF | 123 568 CHF | 98,89% | 98,89% |
09/08/2024 | 4,08% | 0,23 CHF | 0,24 CHF | 440 000 | 440 000 | 440 000 | 440 000 | 105 692 CHF | 110 092 CHF | 99,91% | 99,91% |
08/08/2024 | 4,17% | 0,26 CHF | 0,27 CHF | 460 000 | 460 000 | 460 000 | 460 000 | 108 603 CHF | 113 203 CHF | 99,95% | 99,95% |
07/08/2024 | 3,85% | 0,28 CHF | 0,28 CHF | 560 000 | 560 000 | 560 000 | 560 000 | 142 880 CHF | 148 480 CHF | 99,97% | 99,97% |
06/08/2024 | 5,56% | 0,17 CHF | 0,18 CHF | 600 000 | 600 000 | 600 000 | 600 000 | 105 212 CHF | 111 212 CHF | 99,81% | 99,81% |
02/08/2024 | 3,60% | 0,21 CHF | 0,22 CHF | 370 000 | 370 000 | 370 000 | 370 000 | 102 868 CHF | 106 568 CHF | 99,67% | 99,67% |
30/07/2024 | 1,75% | 0,54 CHF | 0,55 CHF | 330 000 | 330 000 | 330 000 | 330 000 | 186 564 CHF | 189 864 CHF | 99,50% | 99,50% |