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 | 5,43% | 0,15 CHF | 0,16 CHF | 350 000 | 350 000 | 288 267 | 288 267 | 51 563 CHF | 54 445 CHF | 100,00% | 100,00% |
14/08/2024 | 4,37% | 0,20 CHF | 0,21 CHF | 250 000 | 250 000 | 234 739 | 234 739 | 52 584 CHF | 54 932 CHF | 99,48% | 99,48% |
13/08/2024 | 3,61% | 0,25 CHF | 0,26 CHF | 200 000 | 200 000 | 198 223 | 198 223 | 53 914 CHF | 55 897 CHF | 99,50% | 99,50% |
12/08/2024 | 3,07% | 0,32 CHF | 0,33 CHF | 175 000 | 175 000 | 173 437 | 173 437 | 55 569 CHF | 57 304 CHF | 99,39% | 99,39% |
09/08/2024 | 3,03% | 0,32 CHF | 0,33 CHF | 175 000 | 175 000 | 165 716 | 165 716 | 53 799 CHF | 55 457 CHF | 99,43% | 99,43% |
08/08/2024 | 2,65% | 0,35 CHF | 0,36 CHF | 150 000 | 150 000 | 146 079 | 146 079 | 54 524 CHF | 55 985 CHF | 97,49% | 97,49% |
07/08/2024 | 2,76% | 0,33 CHF | 0,34 CHF | 150 000 | 150 000 | 149 482 | 149 482 | 53 548 CHF | 55 043 CHF | 99,26% | 99,26% |
06/08/2024 | 2,06% | 0,45 CHF | 0,46 CHF | 125 000 | 125 000 | 116 428 | 116 428 | 55 925 CHF | 57 089 CHF | 99,50% | 99,50% |
02/08/2024 | 2,57% | 0,47 CHF | 0,48 CHF | 125 000 | 125 000 | 145 517 | 145 517 | 55 935 CHF | 57 390 CHF | 96,19% | 96,19% |
30/07/2024 | 4,17% | 0,25 CHF | 0,26 CHF | 225 000 | 225 000 | 225 268 | 225 268 | 52 960 CHF | 55 213 CHF | 100,00% | 100,00% |