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 | 3,76% | 0,24 CHF | 0,25 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 52 242 CHF | 54 242 CHF | 99,39% | 99,39% |
14/08/2024 | 3,66% | 0,27 CHF | 0,28 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 53 701 CHF | 55 701 CHF | 98,87% | 98,87% |
13/08/2024 | 3,52% | 0,27 CHF | 0,28 CHF | 200 000 | 200 000 | 191 454 | 191 454 | 53 336 CHF | 55 251 CHF | 98,88% | 98,88% |
12/08/2024 | 3,48% | 0,27 CHF | 0,28 CHF | 200 000 | 200 000 | 189 042 | 189 042 | 53 351 CHF | 55 241 CHF | 98,44% | 98,44% |
09/08/2024 | 3,68% | 0,26 CHF | 0,27 CHF | 200 000 | 200 000 | 199 840 | 199 840 | 53 291 CHF | 55 289 CHF | 98,82% | 98,82% |
08/08/2024 | 3,10% | 0,31 CHF | 0,32 CHF | 175 000 | 175 000 | 174 222 | 174 222 | 55 338 CHF | 57 080 CHF | 96,83% | 96,83% |
07/08/2024 | 3,17% | 0,31 CHF | 0,32 CHF | 175 000 | 175 000 | 175 000 | 175 000 | 54 402 CHF | 56 152 CHF | 98,63% | 98,63% |
06/08/2024 | 3,25% | 0,31 CHF | 0,32 CHF | 175 000 | 175 000 | 175 958 | 175 958 | 53 331 CHF | 55 090 CHF | 98,86% | 98,86% |
02/08/2024 | 3,87% | 0,26 CHF | 0,27 CHF | 200 000 | 200 000 | 200 618 | 200 618 | 50 859 CHF | 52 865 CHF | 99,35% | 99,35% |
30/07/2024 | 4,56% | 0,22 CHF | 0,23 CHF | 250 000 | 250 000 | 251 018 | 251 018 | 53 883 CHF | 56 393 CHF | 99,38% | 99,38% |