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 | 5,15% | 0,19 CHF | 0,20 CHF | 275 000 | 275 000 | 277 333 | 277 333 | 52 428 CHF | 55 202 CHF | 100,00% | 100,00% |
14/08/2024 | 5,11% | 0,19 CHF | 0,20 CHF | 275 000 | 275 000 | 273 647 | 273 647 | 52 144 CHF | 54 881 CHF | 99,48% | 99,48% |
13/08/2024 | 4,91% | 0,20 CHF | 0,21 CHF | 250 000 | 250 000 | 253 102 | 253 102 | 50 228 CHF | 52 759 CHF | 99,51% | 99,51% |
12/08/2024 | 4,88% | 0,20 CHF | 0,21 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 50 000 CHF | 52 500 CHF | 99,44% | 99,44% |
09/08/2024 | 4,83% | 0,20 CHF | 0,21 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 50 497 CHF | 52 997 CHF | 99,45% | 99,45% |
08/08/2024 | 4,58% | 0,21 CHF | 0,22 CHF | 250 000 | 250 000 | 250 108 | 250 108 | 53 464 CHF | 55 966 CHF | 97,53% | 97,53% |
07/08/2024 | 5,11% | 0,19 CHF | 0,20 CHF | 275 000 | 275 000 | 273 416 | 273 416 | 52 096 CHF | 54 830 CHF | 99,30% | 99,30% |
06/08/2024 | 4,90% | 0,19 CHF | 0,20 CHF | 250 000 | 250 000 | 250 530 | 250 531 | 49 912 CHF | 52 417 CHF | 99,43% | 99,43% |
02/08/2024 | 5,55% | 0,19 CHF | 0,20 CHF | 300 000 | 300 000 | 304 453 | 304 454 | 53 364 CHF | 56 409 CHF | 100,00% | 100,00% |
30/07/2024 | 6,89% | 0,14 CHF | 0,15 CHF | 375 000 | 375 000 | 374 478 | 374 478 | 52 501 CHF | 56 246 CHF | 100,00% | 100,00% |