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 | 3,64% | 0,27 CHF | 0,28 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 121 417 CHF | 41 972 CHF | 99,27% | 99,27% |
14/08/2024 | 3,59% | 0,27 CHF | 0,28 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 123 104 CHF | 42 535 CHF | 99,13% | 99,13% |
13/08/2024 | 3,82% | 0,27 CHF | 0,28 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 115 577 CHF | 40 026 CHF | 99,08% | 99,08% |
12/08/2024 | 3,69% | 0,26 CHF | 0,27 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 119 816 CHF | 41 439 CHF | 99,27% | 99,27% |
09/08/2024 | 3,55% | 0,27 CHF | 0,28 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 124 518 CHF | 43 006 CHF | 99,20% | 99,20% |
08/08/2024 | 3,95% | 0,28 CHF | 0,29 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 111 863 CHF | 38 788 CHF | 99,26% | 99,26% |
07/08/2024 | 3,91% | 0,25 CHF | 0,26 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 112 844 CHF | 39 115 CHF | 99,22% | 99,22% |
06/08/2024 | 3,96% | 0,25 CHF | 0,26 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 111 404 CHF | 38 635 CHF | 98,80% | 98,80% |
02/08/2024 | 3,53% | 0,28 CHF | 0,29 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 125 101 CHF | 43 200 CHF | 98,21% | 98,21% |
31/07/2024 | 3,25% | 0,31 CHF | 0,32 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 136 090 CHF | 46 864 CHF | 38,83% | 38,83% |