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 | 4,62% | 0,21 CHF | 0,22 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 52 829 CHF | 55 329 CHF | 99,38% | 99,38% |
14/08/2024 | 4,92% | 0,20 CHF | 0,21 CHF | 250 000 | 250 000 | 256 842 | 256 842 | 50 872 CHF | 53 440 CHF | 98,87% | 98,87% |
13/08/2024 | 5,15% | 0,20 CHF | 0,21 CHF | 250 000 | 250 000 | 277 448 | 277 447 | 52 462 CHF | 55 236 CHF | 98,92% | 98,92% |
12/08/2024 | 5,00% | 0,19 CHF | 0,20 CHF | 275 000 | 275 000 | 264 625 | 264 625 | 51 555 CHF | 54 201 CHF | 98,77% | 98,77% |
09/08/2024 | 4,53% | 0,21 CHF | 0,22 CHF | 250 000 | 250 000 | 250 299 | 250 299 | 53 973 CHF | 56 476 CHF | 98,84% | 98,84% |
08/08/2024 | 6,34% | 0,16 CHF | 0,17 CHF | 325 000 | 325 000 | 343 538 | 343 538 | 52 522 CHF | 55 957 CHF | 96,86% | 96,86% |
07/08/2024 | 5,54% | 0,18 CHF | 0,19 CHF | 300 000 | 300 000 | 300 139 | 300 139 | 52 687 CHF | 55 689 CHF | 98,62% | 98,62% |
06/08/2024 | 6,78% | 0,16 CHF | 0,17 CHF | 325 000 | 325 000 | 367 999 | 367 999 | 52 445 CHF | 56 125 CHF | 98,78% | 98,78% |
02/08/2024 | 4,92% | 0,22 CHF | 0,23 CHF | 225 000 | 225 000 | 262 992 | 262 993 | 52 165 CHF | 54 795 CHF | 99,32% | 99,32% |
30/07/2024 | 5,07% | 0,20 CHF | 0,21 CHF | 250 000 | 250 000 | 268 428 | 268 428 | 51 610 CHF | 54 294 CHF | 99,39% | 99,39% |