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 | 2,93% | 0,33 CHF | 0,34 CHF | 175 000 | 175 000 | 156 588 | 156 586 | 52 630 CHF | 54 195 CHF | 100,00% | 100,00% |
14/08/2024 | 3,12% | 0,33 CHF | 0,34 CHF | 175 000 | 175 000 | 175 000 | 175 000 | 55 317 CHF | 57 067 CHF | 100,00% | 100,00% |
13/08/2024 | 3,21% | 0,32 CHF | 0,33 CHF | 175 000 | 175 000 | 175 000 | 175 000 | 53 686 CHF | 55 436 CHF | 98,99% | 98,99% |
12/08/2024 | 3,08% | 0,32 CHF | 0,33 CHF | 175 000 | 175 000 | 175 000 | 175 000 | 55 940 CHF | 57 690 CHF | 99,26% | 99,26% |
09/08/2024 | 3,08% | 0,33 CHF | 0,34 CHF | 175 000 | 175 000 | 175 000 | 175 000 | 55 911 CHF | 57 661 CHF | 99,80% | 99,80% |
08/08/2024 | 3,41% | 0,30 CHF | 0,31 CHF | 175 000 | 175 000 | 183 334 | 183 335 | 52 817 CHF | 54 651 CHF | 100,00% | 100,00% |
07/08/2024 | 3,33% | 0,32 CHF | 0,33 CHF | 175 000 | 175 000 | 178 361 | 178 361 | 52 636 CHF | 54 419 CHF | 99,43% | 99,43% |
06/08/2024 | 3,81% | 0,27 CHF | 0,28 CHF | 200 000 | 200 000 | 199 035 | 199 035 | 51 347 CHF | 53 337 CHF | 99,59% | 99,59% |
02/08/2024 | 2,98% | 0,32 CHF | 0,33 CHF | 175 000 | 175 000 | 163 825 | 163 825 | 54 207 CHF | 55 845 CHF | 99,77% | 99,77% |
31/07/2024 | 2,94% | 0,35 CHF | 0,36 CHF | 150 000 | 150 000 | 163 119 | 163 130 | 54 616 CHF | 56 251 CHF | 32,11% | 32,11% |