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 | 2,27% | 0,44 CHF | 0,45 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 54 428 CHF | 55 678 CHF | 98,75% | 98,75% |
14/08/2024 | 2,08% | 0,45 CHF | 0,46 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 59 570 CHF | 60 820 CHF | 98,87% | 98,87% |
13/08/2024 | 1,92% | 0,47 CHF | 0,48 CHF | 125 000 | 125 000 | 104 806 | 104 806 | 53 962 CHF | 55 011 CHF | 98,94% | 98,94% |
12/08/2024 | 1,94% | 0,53 CHF | 0,54 CHF | 100 000 | 100 000 | 101 310 | 101 310 | 51 788 CHF | 52 801 CHF | 98,87% | 98,87% |
09/08/2024 | 1,82% | 0,53 CHF | 0,54 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 54 581 CHF | 55 581 CHF | 98,92% | 98,92% |
08/08/2024 | 1,40% | 0,62 CHF | 0,63 CHF | 100 000 | 100 000 | 78 701 | 78 701 | 55 532 CHF | 56 319 CHF | 96,60% | 96,60% |
07/08/2024 | 1,43% | 0,62 CHF | 0,63 CHF | 100 000 | 100 000 | 78 544 | 78 536 | 54 530 CHF | 55 310 CHF | 98,68% | 98,68% |
06/08/2024 | 1,20% | 0,80 CHF | 0,81 CHF | 75 000 | 75 000 | 74 575 | 74 575 | 61 818 CHF | 62 564 CHF | 99,01% | 99,01% |
02/08/2024 | 1,15% | 0,93 CHF | 0,94 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 65 004 CHF | 65 754 CHF | 95,30% | 95,30% |
30/07/2024 | 1,45% | 0,72 CHF | 0,73 CHF | 75 000 | 75 000 | 75 265 | 75 265 | 51 382 CHF | 52 134 CHF | 99,45% | 99,45% |