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 | 3,27% | 0,32 CHF | 0,33 CHF | 175 000 | 175 000 | 175 367 | 175 367 | 52 746 CHF | 54 500 CHF | 99,38% | 99,38% |
14/08/2024 | 3,40% | 0,28 CHF | 0,29 CHF | 200 000 | 200 000 | 178 263 | 178 263 | 51 491 CHF | 53 274 CHF | 98,88% | 98,88% |
13/08/2024 | 3,57% | 0,29 CHF | 0,30 CHF | 175 000 | 175 000 | 194 408 | 194 408 | 53 404 CHF | 55 348 CHF | 98,86% | 98,86% |
12/08/2024 | 3,42% | 0,29 CHF | 0,30 CHF | 175 000 | 175 000 | 181 959 | 181 959 | 52 209 CHF | 54 029 CHF | 98,70% | 98,70% |
09/08/2024 | 3,46% | 0,29 CHF | 0,30 CHF | 175 000 | 175 000 | 190 297 | 190 297 | 54 002 CHF | 55 905 CHF | 98,81% | 98,81% |
08/08/2024 | 3,78% | 0,28 CHF | 0,29 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 52 087 CHF | 54 087 CHF | 96,92% | 96,92% |
07/08/2024 | 3,46% | 0,28 CHF | 0,29 CHF | 200 000 | 200 000 | 188 012 | 188 012 | 53 362 CHF | 55 242 CHF | 98,66% | 98,66% |
06/08/2024 | 3,96% | 0,26 CHF | 0,27 CHF | 200 000 | 200 000 | 210 110 | 210 110 | 52 010 CHF | 54 111 CHF | 98,87% | 98,87% |
02/08/2024 | 3,53% | 0,25 CHF | 0,26 CHF | 200 000 | 200 000 | 191 635 | 191 636 | 53 312 CHF | 55 228 CHF | 99,39% | 99,39% |
30/07/2024 | 3,36% | 0,29 CHF | 0,30 CHF | 175 000 | 175 000 | 175 298 | 175 299 | 51 328 CHF | 53 081 CHF | 99,39% | 99,39% |