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 | 2,29% | 0,41 CHF | 0,42 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 53 963 CHF | 55 213 CHF | 99,39% | 99,39% |
14/08/2024 | 2,29% | 0,44 CHF | 0,45 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 53 920 CHF | 55 170 CHF | 98,87% | 98,87% |
13/08/2024 | 2,20% | 0,43 CHF | 0,44 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 56 162 CHF | 57 412 CHF | 98,90% | 98,90% |
12/08/2024 | 2,22% | 0,46 CHF | 0,47 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 55 733 CHF | 56 983 CHF | 98,78% | 98,78% |
09/08/2024 | 2,39% | 0,42 CHF | 0,43 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 51 608 CHF | 52 858 CHF | 98,86% | 98,86% |
08/08/2024 | 2,36% | 0,41 CHF | 0,42 CHF | 125 000 | 125 000 | 125 003 | 125 003 | 52 284 CHF | 53 534 CHF | 96,89% | 96,89% |
07/08/2024 | 2,48% | 0,40 CHF | 0,41 CHF | 150 000 | 150 000 | 136 881 | 136 881 | 54 383 CHF | 55 752 CHF | 98,65% | 98,65% |
06/08/2024 | 2,41% | 0,40 CHF | 0,41 CHF | 125 000 | 125 000 | 126 792 | 126 792 | 51 979 CHF | 53 247 CHF | 98,89% | 98,89% |
02/08/2024 | 2,51% | 0,42 CHF | 0,43 CHF | 125 000 | 125 000 | 141 736 | 141 736 | 55 626 CHF | 57 044 CHF | 99,38% | 99,38% |
30/07/2024 | 2,11% | 0,47 CHF | 0,48 CHF | 125 000 | 125 000 | 124 924 | 124 924 | 58 550 CHF | 59 799 CHF | 99,38% | 99,38% |