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 | 2,66% | 0,36 CHF | 0,37 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 55 658 CHF | 57 158 CHF | 99,40% | 99,40% |
14/08/2024 | 2,46% | 0,34 CHF | 0,35 CHF | 150 000 | 150 000 | 129 870 | 129 870 | 52 186 CHF | 53 485 CHF | 98,67% | 98,67% |
13/08/2024 | 2,21% | 0,45 CHF | 0,46 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 55 901 CHF | 57 151 CHF | 98,83% | 98,83% |
12/08/2024 | 2,11% | 0,46 CHF | 0,47 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 58 517 CHF | 59 767 CHF | 99,17% | 99,17% |
09/08/2024 | 2,23% | 0,40 CHF | 0,41 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 55 731 CHF | 56 981 CHF | 98,87% | 98,87% |
08/08/2024 | 2,29% | 0,47 CHF | 0,48 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 54 208 CHF | 55 458 CHF | 96,69% | 96,69% |
07/08/2024 | 2,20% | 0,44 CHF | 0,45 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 56 242 CHF | 57 492 CHF | 98,93% | 98,93% |
06/08/2024 | 2,09% | 0,43 CHF | 0,44 CHF | 125 000 | 125 000 | 117 256 | 117 256 | 55 670 CHF | 56 843 CHF | 98,86% | 98,86% |
02/08/2024 | 1,72% | 0,57 CHF | 0,58 CHF | 100 000 | 100 000 | 99 950 | 99 950 | 57 719 CHF | 58 718 CHF | 95,24% | 95,24% |
30/07/2024 | 1,53% | 0,63 CHF | 0,64 CHF | 100 000 | 100 000 | 99 475 | 99 475 | 64 665 CHF | 65 659 CHF | 99,40% | 99,40% |