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 | 2,73% | 0,33 CHF | 0,34 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 54 255 CHF | 55 755 CHF | 99,38% | 99,38% |
14/08/2024 | 2,61% | 0,37 CHF | 0,38 CHF | 150 000 | 150 000 | 149 836 | 149 836 | 56 746 CHF | 58 244 CHF | 98,87% | 98,87% |
13/08/2024 | 2,48% | 0,40 CHF | 0,41 CHF | 125 000 | 125 000 | 133 090 | 133 090 | 52 913 CHF | 54 244 CHF | 98,90% | 98,90% |
12/08/2024 | 2,52% | 0,40 CHF | 0,41 CHF | 125 000 | 125 000 | 142 018 | 142 018 | 55 631 CHF | 57 051 CHF | 98,80% | 98,80% |
09/08/2024 | 2,56% | 0,38 CHF | 0,39 CHF | 150 000 | 150 000 | 146 577 | 146 577 | 56 613 CHF | 58 079 CHF | 98,86% | 98,86% |
08/08/2024 | 2,48% | 0,39 CHF | 0,40 CHF | 150 000 | 150 000 | 131 108 | 131 108 | 52 146 CHF | 53 457 CHF | 96,85% | 96,85% |
07/08/2024 | 2,59% | 0,38 CHF | 0,39 CHF | 150 000 | 150 000 | 145 837 | 145 837 | 55 599 CHF | 57 057 CHF | 98,64% | 98,64% |
06/08/2024 | 2,38% | 0,44 CHF | 0,45 CHF | 125 000 | 125 000 | 126 356 | 126 356 | 52 546 CHF | 53 810 CHF | 98,78% | 98,78% |
02/08/2024 | 2,93% | 0,37 CHF | 0,38 CHF | 150 000 | 150 000 | 165 548 | 165 548 | 55 682 CHF | 57 338 CHF | 99,38% | 99,38% |
30/07/2024 | 4,29% | 0,21 CHF | 0,22 CHF | 250 000 | 250 000 | 227 781 | 227 781 | 51 953 CHF | 54 231 CHF | 99,38% | 99,38% |