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 | 2,99% | 0,29 CHF | 0,30 CHF | 175 000 | 175 000 | 158 554 | 158 554 | 52 187 CHF | 53 772 CHF | 100,00% | 100,00% |
14/08/2024 | 2,76% | 0,35 CHF | 0,36 CHF | 150 000 | 150 000 | 149 606 | 149 606 | 53 426 CHF | 54 922 CHF | 99,47% | 99,47% |
13/08/2024 | 2,25% | 0,41 CHF | 0,42 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 54 882 CHF | 56 132 CHF | 99,47% | 99,47% |
12/08/2024 | 2,30% | 0,44 CHF | 0,45 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 53 733 CHF | 54 983 CHF | 99,37% | 99,37% |
09/08/2024 | 2,33% | 0,43 CHF | 0,44 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 53 135 CHF | 54 385 CHF | 99,42% | 99,42% |
08/08/2024 | 2,07% | 0,45 CHF | 0,46 CHF | 125 000 | 125 000 | 120 725 | 120 725 | 57 738 CHF | 58 945 CHF | 97,45% | 97,45% |
07/08/2024 | 2,15% | 0,44 CHF | 0,45 CHF | 125 000 | 125 000 | 124 806 | 124 806 | 57 528 CHF | 58 776 CHF | 99,25% | 99,25% |
06/08/2024 | 1,96% | 0,49 CHF | 0,50 CHF | 100 000 | 100 000 | 105 768 | 105 768 | 53 385 CHF | 54 443 CHF | 99,36% | 99,36% |
02/08/2024 | 2,10% | 0,50 CHF | 0,51 CHF | 125 000 | 125 000 | 124 743 | 124 743 | 58 863 CHF | 60 111 CHF | 99,99% | 99,99% |
30/07/2024 | 2,33% | 0,41 CHF | 0,42 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 53 147 CHF | 54 397 CHF | 100,00% | 100,00% |