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 | 6,17% | 0,13 CHF | 0,14 CHF | 550 000 | 550 000 | 550 000 | 550 000 | 88 350 CHF | 93 850 CHF | 99,99% | 99,99% |
14/08/2024 | 4,59% | 0,22 CHF | 0,23 CHF | 520 000 | 520 000 | 520 000 | 520 000 | 110 742 CHF | 115 942 CHF | 99,59% | 99,59% |
13/08/2024 | 4,84% | 0,22 CHF | 0,23 CHF | 550 000 | 550 000 | 550 000 | 550 000 | 111 125 CHF | 116 625 CHF | 99,99% | 99,99% |
12/08/2024 | 4,88% | 0,19 CHF | 0,20 CHF | 510 000 | 510 000 | 509 514 | 509 514 | 102 159 CHF | 107 259 CHF | 98,87% | 98,87% |
09/08/2024 | 4,30% | 0,24 CHF | 0,25 CHF | 550 000 | 550 000 | 550 000 | 550 000 | 125 284 CHF | 130 784 CHF | 99,94% | 99,94% |
08/08/2024 | 3,81% | 0,24 CHF | 0,25 CHF | 520 000 | 520 000 | 520 000 | 520 000 | 134 556 CHF | 139 756 CHF | 99,86% | 99,86% |
07/08/2024 | 4,09% | 0,23 CHF | 0,24 CHF | 430 000 | 430 000 | 430 000 | 430 000 | 103 077 CHF | 107 377 CHF | 99,98% | 99,98% |
06/08/2024 | 3,11% | 0,32 CHF | 0,33 CHF | 420 000 | 420 000 | 420 000 | 420 000 | 133 206 CHF | 137 406 CHF | 99,86% | 99,86% |
02/08/2024 | 5,51% | 0,23 CHF | 0,24 CHF | 600 000 | 600 000 | 600 000 | 600 000 | 107 879 CHF | 113 879 CHF | 99,68% | 99,68% |
30/07/2024 | 14,43% | 0,07 CHF | 0,08 CHF | 600 000 | 600 000 | 600 000 | 600 000 | 38 606 CHF | 44 606 CHF | 99,48% | 99,48% |