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 | 3,74% | 0,25 CHF | 0,26 CHF | 225 000 | 225 000 | 202 635 | 202 635 | 53 143 CHF | 55 169 CHF | 100,00% | 100,00% |
14/08/2024 | 4,05% | 0,26 CHF | 0,27 CHF | 200 000 | 200 000 | 219 913 | 219 914 | 53 189 CHF | 55 389 CHF | 100,00% | 100,00% |
13/08/2024 | 4,25% | 0,24 CHF | 0,25 CHF | 225 000 | 225 000 | 231 841 | 231 841 | 53 344 CHF | 55 662 CHF | 98,95% | 98,95% |
12/08/2024 | 4,03% | 0,24 CHF | 0,25 CHF | 225 000 | 225 000 | 216 579 | 216 580 | 52 639 CHF | 54 805 CHF | 99,32% | 99,32% |
09/08/2024 | 3,99% | 0,25 CHF | 0,26 CHF | 200 000 | 200 000 | 209 994 | 209 996 | 51 589 CHF | 53 689 CHF | 99,80% | 99,80% |
08/08/2024 | 4,51% | 0,23 CHF | 0,24 CHF | 250 000 | 250 000 | 249 744 | 249 744 | 54 178 CHF | 56 676 CHF | 100,00% | 100,00% |
07/08/2024 | 4,38% | 0,24 CHF | 0,25 CHF | 225 000 | 225 000 | 243 007 | 243 007 | 54 236 CHF | 56 666 CHF | 99,43% | 99,43% |
06/08/2024 | 5,25% | 0,20 CHF | 0,21 CHF | 300 000 | 300 000 | 288 066 | 288 056 | 53 464 CHF | 56 343 CHF | 99,57% | 99,57% |
02/08/2024 | 3,83% | 0,24 CHF | 0,25 CHF | 200 000 | 200 000 | 201 270 | 201 270 | 51 541 CHF | 53 554 CHF | 99,77% | 99,77% |
31/07/2024 | 3,75% | 0,27 CHF | 0,28 CHF | 200 000 | 200 000 | 200 220 | 200 220 | 52 350 CHF | 54 352 CHF | 32,10% | 32,10% |