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 | 6,85% | 0,13 CHF | 0,14 CHF | 400 000 | 400 000 | 371 286 | 371 285 | 52 356 CHF | 56 069 CHF | 99,38% | 99,38% |
14/08/2024 | 6,45% | 0,15 CHF | 0,16 CHF | 350 000 | 350 000 | 349 672 | 349 672 | 52 450 CHF | 55 946 CHF | 98,88% | 98,88% |
13/08/2024 | 5,98% | 0,16 CHF | 0,17 CHF | 300 000 | 300 000 | 318 471 | 318 471 | 51 671 CHF | 54 856 CHF | 98,91% | 98,91% |
12/08/2024 | 6,06% | 0,17 CHF | 0,18 CHF | 300 000 | 300 000 | 324 838 | 324 838 | 51 941 CHF | 55 189 CHF | 98,78% | 98,78% |
09/08/2024 | 6,09% | 0,16 CHF | 0,17 CHF | 325 000 | 325 000 | 326 584 | 326 585 | 52 027 CHF | 55 293 CHF | 98,86% | 98,86% |
08/08/2024 | 5,80% | 0,16 CHF | 0,17 CHF | 325 000 | 325 000 | 306 647 | 306 647 | 51 301 CHF | 54 367 CHF | 96,86% | 96,86% |
07/08/2024 | 6,18% | 0,16 CHF | 0,17 CHF | 325 000 | 325 000 | 331 526 | 331 526 | 51 949 CHF | 55 265 CHF | 98,66% | 98,66% |
06/08/2024 | 5,38% | 0,19 CHF | 0,20 CHF | 275 000 | 275 000 | 288 401 | 288 401 | 52 179 CHF | 55 064 CHF | 98,82% | 98,82% |
02/08/2024 | 7,11% | 0,15 CHF | 0,16 CHF | 350 000 | 350 000 | 386 833 | 384 658 | 52 486 CHF | 56 050 CHF | 99,39% | 99,39% |
30/07/2024 | 10,88% | 0,08 CHF | 0,09 CHF | 625 000 | 325 000 | 581 754 | 360 856 | 50 571 CHF | 35 705 CHF | 99,38% | 99,38% |