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 | 3,31% | 0,26 CHF | 0,27 CHF | 200 000 | 200 000 | 180 002 | 180 002 | 53 544 CHF | 55 344 CHF | 99,46% | 99,46% |
14/08/2024 | 2,95% | 0,31 CHF | 0,32 CHF | 175 000 | 175 000 | 162 433 | 162 433 | 54 224 CHF | 55 848 CHF | 98,85% | 98,85% |
13/08/2024 | 2,43% | 0,37 CHF | 0,38 CHF | 150 000 | 150 000 | 130 317 | 130 319 | 53 013 CHF | 54 317 CHF | 98,85% | 98,85% |
12/08/2024 | 2,30% | 0,41 CHF | 0,42 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 53 735 CHF | 54 985 CHF | 98,84% | 98,84% |
09/08/2024 | 2,09% | 0,46 CHF | 0,47 CHF | 125 000 | 125 000 | 122 714 | 122 714 | 58 087 CHF | 59 315 CHF | 98,81% | 98,81% |
08/08/2024 | 1,67% | 0,54 CHF | 0,55 CHF | 100 000 | 100 000 | 100 004 | 100 004 | 59 710 CHF | 60 710 CHF | 96,94% | 96,94% |
07/08/2024 | 2,04% | 0,46 CHF | 0,47 CHF | 125 000 | 125 000 | 119 486 | 119 486 | 57 851 CHF | 59 046 CHF | 99,00% | 99,00% |
06/08/2024 | 1,74% | 0,51 CHF | 0,52 CHF | 100 000 | 100 000 | 99 273 | 99 273 | 56 609 CHF | 57 602 CHF | 99,06% | 99,06% |
02/08/2024 | 2,05% | 0,55 CHF | 0,56 CHF | 100 000 | 100 000 | 117 400 | 117 400 | 56 598 CHF | 57 773 CHF | 95,63% | 95,63% |
30/07/2024 | 2,82% | 0,40 CHF | 0,41 CHF | 150 000 | 150 000 | 150 718 | 150 718 | 52 787 CHF | 54 294 CHF | 99,46% | 99,46% |