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 | 6,01% | 0,17 CHF | 0,18 CHF | 300 000 | 300 000 | 320 919 | 320 919 | 51 786 CHF | 54 995 CHF | 99,39% | 99,39% |
14/08/2024 | 6,06% | 0,16 CHF | 0,17 CHF | 325 000 | 325 000 | 324 624 | 324 623 | 51 991 CHF | 55 238 CHF | 98,86% | 98,86% |
13/08/2024 | 5,74% | 0,16 CHF | 0,17 CHF | 300 000 | 300 000 | 300 265 | 300 265 | 50 849 CHF | 53 852 CHF | 98,85% | 98,85% |
12/08/2024 | 5,71% | 0,17 CHF | 0,18 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 51 000 CHF | 54 000 CHF | 98,76% | 98,76% |
09/08/2024 | 5,71% | 0,17 CHF | 0,18 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 51 005 CHF | 54 005 CHF | 98,79% | 98,79% |
08/08/2024 | 5,65% | 0,18 CHF | 0,19 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 51 625 CHF | 54 625 CHF | 96,92% | 96,92% |
07/08/2024 | 5,67% | 0,18 CHF | 0,19 CHF | 300 000 | 300 000 | 302 503 | 302 503 | 51 862 CHF | 54 888 CHF | 98,64% | 98,64% |
06/08/2024 | 8,00% | 0,12 CHF | 0,13 CHF | 425 000 | 425 000 | 424 948 | 424 948 | 50 994 CHF | 55 243 CHF | 98,86% | 98,86% |
02/08/2024 | 8,00% | 0,12 CHF | 0,13 CHF | 425 000 | 425 000 | 425 296 | 425 296 | 51 036 CHF | 55 289 CHF | 99,38% | 99,38% |
30/07/2024 | 8,70% | 0,11 CHF | 0,12 CHF | 475 000 | 475 000 | 475 000 | 475 000 | 52 250 CHF | 57 000 CHF | 99,38% | 99,38% |