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 | 6,42% | 0,16 CHF | 0,17 CHF | 325 000 | 325 000 | 348 409 | 348 409 | 52 509 CHF | 55 993 CHF | 99,80% | 99,80% |
14/08/2024 | 6,11% | 0,15 CHF | 0,16 CHF | 350 000 | 350 000 | 328 272 | 328 272 | 52 086 CHF | 55 369 CHF | 99,28% | 99,28% |
13/08/2024 | 6,23% | 0,15 CHF | 0,16 CHF | 350 000 | 350 000 | 335 542 | 335 542 | 52 160 CHF | 55 515 CHF | 99,40% | 99,40% |
12/08/2024 | 6,42% | 0,16 CHF | 0,17 CHF | 325 000 | 325 000 | 348 363 | 348 363 | 52 486 CHF | 55 970 CHF | 99,06% | 99,06% |
09/08/2024 | 6,37% | 0,15 CHF | 0,16 CHF | 375 000 | 375 000 | 346 220 | 346 218 | 52 606 CHF | 56 068 CHF | 99,48% | 99,48% |
08/08/2024 | 6,03% | 0,16 CHF | 0,17 CHF | 325 000 | 325 000 | 321 452 | 321 452 | 51 717 CHF | 54 931 CHF | 100,00% | 100,00% |
07/08/2024 | 5,76% | 0,16 CHF | 0,17 CHF | 325 000 | 325 000 | 307 486 | 307 486 | 51 911 CHF | 54 986 CHF | 99,28% | 99,28% |
06/08/2024 | 6,50% | 0,15 CHF | 0,16 CHF | 350 000 | 350 000 | 352 125 | 352 124 | 52 460 CHF | 55 981 CHF | 99,37% | 99,37% |
02/08/2024 | 5,99% | 0,16 CHF | 0,17 CHF | 325 000 | 325 000 | 320 538 | 320 538 | 51 893 CHF | 55 098 CHF | 99,81% | 99,81% |
30/07/2024 | 4,14% | 0,22 CHF | 0,23 CHF | 225 000 | 225 000 | 225 260 | 225 261 | 53 259 CHF | 55 512 CHF | 100,00% | 100,00% |