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 | 5,46% | 0,16 CHF | 0,17 CHF | 325 000 | 325 000 | 292 112 | 292 112 | 52 094 CHF | 55 015 CHF | 99,69% | 99,69% |
14/08/2024 | 5,04% | 0,19 CHF | 0,20 CHF | 275 000 | 275 000 | 265 606 | 265 606 | 51 381 CHF | 54 037 CHF | 99,11% | 99,11% |
13/08/2024 | 4,72% | 0,20 CHF | 0,21 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 51 761 CHF | 54 261 CHF | 99,83% | 99,83% |
12/08/2024 | 4,68% | 0,21 CHF | 0,22 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 52 164 CHF | 54 664 CHF | 99,78% | 99,78% |
09/08/2024 | 4,54% | 0,21 CHF | 0,22 CHF | 250 000 | 250 000 | 246 355 | 246 355 | 53 069 CHF | 55 533 CHF | 99,55% | 99,55% |
08/08/2024 | 4,16% | 0,23 CHF | 0,24 CHF | 250 000 | 250 000 | 225 530 | 225 530 | 53 000 CHF | 55 255 CHF | 97,52% | 97,52% |
07/08/2024 | 4,38% | 0,21 CHF | 0,22 CHF | 250 000 | 250 000 | 238 830 | 238 830 | 53 282 CHF | 55 670 CHF | 99,71% | 99,71% |
06/08/2024 | 3,64% | 0,27 CHF | 0,28 CHF | 200 000 | 200 000 | 197 910 | 197 910 | 53 417 CHF | 55 397 CHF | 100,00% | 100,00% |
02/08/2024 | 4,81% | 0,23 CHF | 0,24 CHF | 225 000 | 225 000 | 260 956 | 260 956 | 52 904 CHF | 55 513 CHF | 100,00% | 100,00% |
30/07/2024 | 9,01% | 0,10 CHF | 0,11 CHF | 500 000 | 500 000 | 483 331 | 483 331 | 51 290 CHF | 56 124 CHF | 100,00% | 100,00% |