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 | 2,13% | 0,45 CHF | 0,46 CHF | 240 000 | 240 000 | 239 010 | 239 010 | 110 921 CHF | 113 311 CHF | 100,00% | 100,00% |
14/08/2024 | 1,99% | 0,49 CHF | 0,50 CHF | 240 000 | 240 000 | 242 298 | 242 298 | 120 763 CHF | 123 186 CHF | 99,26% | 99,26% |
13/08/2024 | 1,94% | 0,51 CHF | 0,52 CHF | 250 000 | 250 000 | 248 969 | 248 969 | 126 817 CHF | 129 307 CHF | 100,00% | 100,00% |
12/08/2024 | 1,94% | 0,51 CHF | 0,52 CHF | 250 000 | 250 000 | 248 836 | 248 836 | 127 290 CHF | 129 779 CHF | 99,23% | 99,23% |
09/08/2024 | 1,90% | 0,52 CHF | 0,53 CHF | 250 000 | 250 000 | 248 969 | 248 969 | 130 115 CHF | 132 604 CHF | 100,00% | 100,00% |
08/08/2024 | 1,85% | 0,53 CHF | 0,54 CHF | 250 000 | 250 000 | 248 980 | 248 980 | 133 088 CHF | 135 578 CHF | 100,00% | 100,00% |
07/08/2024 | 1,71% | 0,57 CHF | 0,58 CHF | 250 000 | 250 000 | 257 834 | 257 834 | 149 849 CHF | 152 427 CHF | 99,99% | 99,99% |
06/08/2024 | 1,64% | 0,61 CHF | 0,62 CHF | 260 000 | 260 000 | 259 769 | 259 769 | 157 337 CHF | 159 934 CHF | 99,93% | 99,93% |
02/08/2024 | 1,82% | 0,56 CHF | 0,57 CHF | 260 000 | 260 000 | 249 322 | 249 322 | 136 116 CHF | 138 610 CHF | 99,95% | 99,95% |
30/07/2024 | 2,11% | 0,46 CHF | 0,47 CHF | 240 000 | 240 000 | 239 010 | 239 010 | 112 306 CHF | 114 696 CHF | 100,00% | 100,00% |