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 | 4,07% | 0,23 CHF | 0,24 CHF | 225 000 | 225 000 | 219 347 | 219 347 | 52 758 CHF | 54 951 CHF | 99,05% | 99,05% |
14/08/2024 | 4,16% | 0,27 CHF | 0,28 CHF | 200 000 | 200 000 | 223 544 | 223 551 | 52 585 CHF | 54 822 CHF | 98,80% | 98,80% |
13/08/2024 | 4,34% | 0,22 CHF | 0,23 CHF | 225 000 | 225 000 | 229 258 | 229 257 | 51 703 CHF | 53 995 CHF | 98,74% | 98,74% |
12/08/2024 | 4,60% | 0,21 CHF | 0,22 CHF | 250 000 | 250 000 | 249 717 | 249 717 | 53 092 CHF | 55 590 CHF | 98,79% | 98,79% |
09/08/2024 | 3,98% | 0,26 CHF | 0,27 CHF | 200 000 | 200 000 | 212 377 | 212 377 | 52 268 CHF | 54 392 CHF | 98,84% | 98,84% |
08/08/2024 | 3,62% | 0,24 CHF | 0,25 CHF | 225 000 | 225 000 | 199 153 | 199 153 | 54 109 CHF | 56 101 CHF | 96,58% | 96,58% |
07/08/2024 | 3,91% | 0,24 CHF | 0,25 CHF | 225 000 | 225 000 | 204 351 | 204 351 | 51 258 CHF | 53 302 CHF | 98,61% | 98,61% |
06/08/2024 | 3,04% | 0,29 CHF | 0,30 CHF | 175 000 | 175 000 | 171 956 | 171 956 | 55 820 CHF | 57 540 CHF | 59,39% | 59,39% |
02/08/2024 | 5,22% | 0,23 CHF | 0,24 CHF | 225 000 | 225 000 | 286 009 | 286 009 | 53 310 CHF | 56 170 CHF | 99,05% | 99,05% |
30/07/2024 | 5,75% | 0,17 CHF | 0,18 CHF | 300 000 | 300 000 | 301 830 | 301 830 | 51 008 CHF | 54 026 CHF | 99,45% | 99,45% |