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 | 3,18% | 0,34 CHF | 0,35 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 46 484 CHF | 47 984 CHF | 100,00% | 100,00% |
14/08/2024 | 3,49% | 0,29 CHF | 0,30 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 42 236 CHF | 43 736 CHF | 99,69% | 99,69% |
13/08/2024 | 3,77% | 0,28 CHF | 0,30 CHF | 160 000 | 160 000 | 159 764 | 159 764 | 41 864 CHF | 43 465 CHF | 99,74% | 99,74% |
12/08/2024 | 3,90% | 0,26 CHF | 0,27 CHF | 170 000 | 170 000 | 169 839 | 169 839 | 42 796 CHF | 44 496 CHF | 98,95% | 98,95% |
09/08/2024 | 3,89% | 0,25 CHF | 0,26 CHF | 170 000 | 170 000 | 170 000 | 170 000 | 42 912 CHF | 44 612 CHF | 99,99% | 99,99% |
08/08/2024 | 4,04% | 0,25 CHF | 0,26 CHF | 170 000 | 170 000 | 170 000 | 170 000 | 41 290 CHF | 42 990 CHF | 100,00% | 100,00% |
07/08/2024 | 4,01% | 0,26 CHF | 0,27 CHF | 170 000 | 170 000 | 179 301 | 179 301 | 43 828 CHF | 45 621 CHF | 100,00% | 100,00% |
06/08/2024 | 4,26% | 0,23 CHF | 0,24 CHF | 180 000 | 180 000 | 180 000 | 180 000 | 41 408 CHF | 43 208 CHF | 99,94% | 99,94% |
02/08/2024 | 3,41% | 0,28 CHF | 0,28 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 43 304 CHF | 44 804 CHF | 99,96% | 99,96% |
30/07/2024 | 3,32% | 0,32 CHF | 0,33 CHF | 150 000 | 150 000 | 157 836 | 157 836 | 46 825 CHF | 48 403 CHF | 99,99% | 99,99% |