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 | 3,06% | 0,30 CHF | 0,31 CHF | 175 000 | 175 000 | 173 395 | 173 395 | 55 843 CHF | 57 577 CHF | 100,00% | 100,00% |
14/08/2024 | 2,98% | 0,33 CHF | 0,34 CHF | 150 000 | 150 000 | 172 204 | 172 204 | 56 939 CHF | 58 661 CHF | 99,50% | 99,50% |
13/08/2024 | 2,91% | 0,33 CHF | 0,34 CHF | 150 000 | 150 000 | 152 325 | 152 325 | 51 535 CHF | 53 058 CHF | 99,49% | 99,49% |
12/08/2024 | 2,88% | 0,35 CHF | 0,36 CHF | 150 000 | 150 000 | 153 405 | 153 405 | 52 475 CHF | 54 009 CHF | 99,06% | 99,06% |
09/08/2024 | 2,97% | 0,33 CHF | 0,34 CHF | 150 000 | 150 000 | 165 950 | 165 950 | 55 007 CHF | 56 667 CHF | 99,42% | 99,42% |
08/08/2024 | 2,85% | 0,34 CHF | 0,35 CHF | 175 000 | 175 000 | 153 903 | 153 903 | 53 211 CHF | 54 750 CHF | 97,50% | 97,50% |
07/08/2024 | 2,97% | 0,32 CHF | 0,33 CHF | 175 000 | 175 000 | 168 003 | 168 003 | 55 677 CHF | 57 357 CHF | 99,25% | 99,25% |
06/08/2024 | 2,69% | 0,35 CHF | 0,36 CHF | 150 000 | 150 000 | 149 322 | 149 322 | 54 715 CHF | 56 208 CHF | 99,50% | 99,50% |
02/08/2024 | 2,83% | 0,37 CHF | 0,38 CHF | 150 000 | 150 000 | 151 940 | 151 941 | 52 990 CHF | 54 510 CHF | 96,15% | 96,15% |
30/07/2024 | 2,60% | 0,36 CHF | 0,37 CHF | 150 000 | 150 000 | 147 611 | 147 611 | 56 103 CHF | 57 579 CHF | 100,00% | 100,00% |