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 | 4,87% | 0,22 CHF | 0,23 CHF | 250 000 | 250 000 | 260 519 | 260 519 | 52 299 CHF | 54 904 CHF | 99,38% | 99,38% |
14/08/2024 | 4,97% | 0,20 CHF | 0,21 CHF | 275 000 | 275 000 | 260 303 | 260 303 | 51 002 CHF | 53 605 CHF | 98,86% | 98,86% |
13/08/2024 | 5,14% | 0,18 CHF | 0,19 CHF | 300 000 | 300 000 | 276 732 | 276 732 | 52 414 CHF | 55 182 CHF | 98,91% | 98,91% |
12/08/2024 | 5,03% | 0,19 CHF | 0,20 CHF | 275 000 | 275 000 | 265 099 | 265 097 | 51 385 CHF | 54 036 CHF | 98,80% | 98,80% |
09/08/2024 | 4,83% | 0,21 CHF | 0,22 CHF | 250 000 | 250 000 | 252 898 | 252 898 | 51 118 CHF | 53 647 CHF | 98,84% | 98,84% |
08/08/2024 | 4,89% | 0,20 CHF | 0,21 CHF | 250 000 | 250 000 | 254 039 | 254 039 | 50 638 CHF | 53 179 CHF | 96,89% | 96,89% |
07/08/2024 | 4,63% | 0,21 CHF | 0,22 CHF | 250 000 | 250 000 | 250 970 | 250 970 | 53 032 CHF | 55 542 CHF | 98,64% | 98,64% |
06/08/2024 | 4,93% | 0,18 CHF | 0,19 CHF | 275 000 | 275 000 | 262 129 | 262 129 | 51 887 CHF | 54 508 CHF | 98,84% | 98,84% |
02/08/2024 | 3,73% | 0,24 CHF | 0,25 CHF | 225 000 | 225 000 | 202 298 | 202 298 | 53 315 CHF | 55 338 CHF | 99,39% | 99,39% |
30/07/2024 | 2,44% | 0,44 CHF | 0,45 CHF | 125 000 | 125 000 | 135 503 | 135 503 | 54 879 CHF | 56 234 CHF | 95,18% | 95,18% |