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 | 2,76% | 0,38 CHF | 0,39 CHF | 450 000 | 75 000 | 450 000 | 75 000 | 161 166 CHF | 27 611 CHF | 99,17% | 99,17% |
14/08/2024 | 2,53% | 0,41 CHF | 0,42 CHF | 300 000 | 75 000 | 389 158 | 75 000 | 151 445 CHF | 30 308 CHF | 97,41% | 97,41% |
13/08/2024 | 2,16% | 0,42 CHF | 0,43 CHF | 300 000 | 75 000 | 320 608 | 75 000 | 146 668 CHF | 35 281 CHF | 98,92% | 98,92% |
12/08/2024 | 2,71% | 0,39 CHF | 0,40 CHF | 450 000 | 75 000 | 450 000 | 75 000 | 164 014 CHF | 28 086 CHF | 99,16% | 99,16% |
09/08/2024 | 2,86% | 0,34 CHF | 0,35 CHF | 450 000 | 75 000 | 450 000 | 75 000 | 155 556 CHF | 26 676 CHF | 99,17% | 99,17% |
08/08/2024 | 3,61% | 0,32 CHF | 0,33 CHF | 450 000 | 75 000 | 450 000 | 75 000 | 122 872 CHF | 21 229 CHF | 99,16% | 99,16% |
07/08/2024 | 3,60% | 0,28 CHF | 0,29 CHF | 450 000 | 75 000 | 450 000 | 75 000 | 122 858 CHF | 21 226 CHF | 99,16% | 99,16% |
06/08/2024 | 3,97% | 0,25 CHF | 0,26 CHF | 450 000 | 75 000 | 450 000 | 75 000 | 111 422 CHF | 19 320 CHF | 99,16% | 99,16% |
02/08/2024 | 3,65% | 0,27 CHF | 0,28 CHF | 450 000 | 75 000 | 450 000 | 75 000 | 121 338 CHF | 20 973 CHF | 97,75% | 97,75% |
30/07/2024 | 3,14% | 0,31 CHF | 0,32 CHF | 450 000 | 75 000 | 450 000 | 75 000 | 141 088 CHF | 24 265 CHF | 99,16% | 99,16% |