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 | 2,16% | 0,46 CHF | 0,47 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 57 303 CHF | 58 553 CHF | 99,39% | 99,39% |
14/08/2024 | 2,25% | 0,45 CHF | 0,46 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 55 002 CHF | 56 252 CHF | 98,86% | 98,86% |
13/08/2024 | 2,31% | 0,44 CHF | 0,45 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 53 455 CHF | 54 705 CHF | 98,89% | 98,89% |
12/08/2024 | 2,29% | 0,42 CHF | 0,43 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 54 083 CHF | 55 333 CHF | 98,75% | 98,75% |
09/08/2024 | 2,20% | 0,45 CHF | 0,46 CHF | 125 000 | 125 000 | 125 449 | 125 449 | 56 517 CHF | 57 772 CHF | 98,84% | 98,84% |
08/08/2024 | 2,63% | 0,39 CHF | 0,40 CHF | 150 000 | 150 000 | 149 905 | 149 905 | 56 178 CHF | 57 677 CHF | 96,83% | 96,83% |
07/08/2024 | 2,45% | 0,41 CHF | 0,42 CHF | 125 000 | 125 000 | 125 408 | 125 408 | 50 539 CHF | 51 793 CHF | 98,65% | 98,65% |
06/08/2024 | 2,79% | 0,37 CHF | 0,38 CHF | 150 000 | 150 000 | 151 581 | 151 581 | 53 693 CHF | 55 208 CHF | 98,76% | 98,76% |
02/08/2024 | 2,32% | 0,45 CHF | 0,46 CHF | 125 000 | 125 000 | 125 732 | 125 732 | 53 566 CHF | 54 823 CHF | 99,36% | 99,36% |
30/07/2024 | 2,40% | 0,42 CHF | 0,43 CHF | 125 000 | 125 000 | 125 535 | 125 535 | 51 643 CHF | 52 898 CHF | 99,38% | 99,38% |