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 | 4,20% | 0,24 CHF | 0,25 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 105 053 CHF | 36 518 CHF | 99,27% | 99,27% |
14/08/2024 | 4,20% | 0,23 CHF | 0,24 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 104 920 CHF | 36 473 CHF | 99,27% | 99,27% |
13/08/2024 | 4,36% | 0,23 CHF | 0,24 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 101 042 CHF | 35 181 CHF | 99,18% | 99,18% |
12/08/2024 | 4,34% | 0,23 CHF | 0,24 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 101 477 CHF | 35 326 CHF | 99,27% | 99,27% |
09/08/2024 | 4,40% | 0,22 CHF | 0,23 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 100 191 CHF | 34 897 CHF | 99,23% | 99,23% |
08/08/2024 | 4,24% | 0,21 CHF | 0,22 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 103 970 CHF | 36 157 CHF | 99,27% | 99,27% |
07/08/2024 | 3,82% | 0,26 CHF | 0,27 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 115 639 CHF | 40 046 CHF | 99,18% | 99,18% |
06/08/2024 | 3,83% | 0,25 CHF | 0,26 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 115 370 CHF | 39 957 CHF | 98,70% | 98,70% |
02/08/2024 | 4,30% | 0,21 CHF | 0,22 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 102 783 CHF | 35 761 CHF | 82,73% | 82,73% |
31/07/2024 | 3,35% | 0,30 CHF | 0,31 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 132 422 CHF | 45 641 CHF | 37,84% | 37,84% |