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 | 4,18% | 0,23 CHF | 0,24 CHF | 225 000 | 225 000 | 225 000 | 225 000 | 52 733 CHF | 54 983 CHF | 100,00% | 100,00% |
14/08/2024 | 4,30% | 0,24 CHF | 0,25 CHF | 225 000 | 225 000 | 235 024 | 235 024 | 53 471 CHF | 55 821 CHF | 99,47% | 99,47% |
13/08/2024 | 4,52% | 0,22 CHF | 0,23 CHF | 250 000 | 250 000 | 249 739 | 249 739 | 54 062 CHF | 56 560 CHF | 99,51% | 99,51% |
12/08/2024 | 4,19% | 0,23 CHF | 0,24 CHF | 225 000 | 225 000 | 225 000 | 225 000 | 52 642 CHF | 54 892 CHF | 99,19% | 99,19% |
09/08/2024 | 4,17% | 0,23 CHF | 0,24 CHF | 225 000 | 225 000 | 224 464 | 224 464 | 52 749 CHF | 54 993 CHF | 99,44% | 99,44% |
08/08/2024 | 4,00% | 0,25 CHF | 0,26 CHF | 225 000 | 225 000 | 213 023 | 213 023 | 52 218 CHF | 54 348 CHF | 97,43% | 97,43% |
07/08/2024 | 3,97% | 0,26 CHF | 0,27 CHF | 200 000 | 200 000 | 209 674 | 209 674 | 51 709 CHF | 53 806 CHF | 99,26% | 99,26% |
06/08/2024 | 3,96% | 0,26 CHF | 0,27 CHF | 200 000 | 200 000 | 208 385 | 208 385 | 51 618 CHF | 53 702 CHF | 99,36% | 99,36% |
02/08/2024 | 3,70% | 0,30 CHF | 0,31 CHF | 175 000 | 175 000 | 197 259 | 197 259 | 52 323 CHF | 54 296 CHF | 99,94% | 99,94% |
30/07/2024 | 5,25% | 0,19 CHF | 0,20 CHF | 275 000 | 275 000 | 286 274 | 286 274 | 53 108 CHF | 55 971 CHF | 100,00% | 100,00% |