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 | 2,44% | 0,42 CHF | 0,43 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 60 887 CHF | 62 387 CHF | 100,00% | 100,00% |
14/08/2024 | 2,53% | 0,39 CHF | 0,40 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 58 462 CHF | 59 962 CHF | 99,26% | 99,26% |
13/08/2024 | 2,65% | 0,38 CHF | 0,39 CHF | 150 000 | 150 000 | 152 080 | 152 080 | 56 522 CHF | 58 043 CHF | 100,00% | 100,00% |
12/08/2024 | 2,61% | 0,37 CHF | 0,38 CHF | 150 000 | 150 000 | 150 097 | 150 097 | 56 786 CHF | 58 288 CHF | 99,23% | 99,23% |
09/08/2024 | 2,63% | 0,37 CHF | 0,38 CHF | 160 000 | 160 000 | 155 395 | 155 395 | 58 277 CHF | 59 830 CHF | 99,99% | 99,99% |
08/08/2024 | 2,81% | 0,36 CHF | 0,37 CHF | 160 000 | 160 000 | 160 000 | 160 000 | 56 222 CHF | 57 822 CHF | 99,97% | 99,97% |
07/08/2024 | 2,56% | 0,38 CHF | 0,39 CHF | 150 000 | 150 000 | 151 989 | 151 989 | 58 711 CHF | 60 231 CHF | 100,00% | 100,00% |
06/08/2024 | 2,93% | 0,34 CHF | 0,35 CHF | 160 000 | 160 000 | 160 000 | 160 000 | 53 861 CHF | 55 461 CHF | 99,86% | 99,86% |
02/08/2024 | 2,45% | 0,37 CHF | 0,38 CHF | 160 000 | 160 000 | 151 439 | 151 439 | 61 022 CHF | 62 536 CHF | 99,94% | 99,94% |
30/07/2024 | 1,40% | 0,72 CHF | 0,73 CHF | 130 000 | 130 000 | 130 000 | 130 000 | 92 422 CHF | 93 722 CHF | 100,00% | 100,00% |