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 | 5,02% | 0,19 CHF | 0,20 CHF | 275 000 | 275 000 | 265 946 | 265 945 | 51 663 CHF | 54 323 CHF | 100,00% | 100,00% |
14/08/2024 | 4,87% | 0,20 CHF | 0,21 CHF | 275 000 | 275 000 | 254 946 | 254 946 | 51 054 CHF | 53 604 CHF | 100,00% | 100,00% |
13/08/2024 | 5,65% | 0,19 CHF | 0,20 CHF | 275 000 | 275 000 | 302 592 | 302 591 | 52 092 CHF | 55 118 CHF | 98,80% | 98,80% |
12/08/2024 | 5,37% | 0,18 CHF | 0,19 CHF | 300 000 | 300 000 | 296 279 | 296 278 | 53 665 CHF | 56 627 CHF | 98,81% | 98,81% |
09/08/2024 | 5,34% | 0,19 CHF | 0,20 CHF | 275 000 | 275 000 | 293 899 | 293 889 | 53 548 CHF | 56 485 CHF | 99,85% | 99,85% |
08/08/2024 | 5,56% | 0,18 CHF | 0,19 CHF | 300 000 | 300 000 | 300 511 | 300 512 | 52 595 CHF | 55 600 CHF | 100,00% | 100,00% |
07/08/2024 | 4,95% | 0,20 CHF | 0,21 CHF | 250 000 | 250 000 | 257 185 | 257 185 | 50 649 CHF | 53 221 CHF | 99,41% | 99,41% |
06/08/2024 | 5,53% | 0,18 CHF | 0,19 CHF | 300 000 | 300 000 | 297 081 | 297 081 | 52 321 CHF | 55 292 CHF | 98,51% | 98,51% |
02/08/2024 | 4,58% | 0,19 CHF | 0,20 CHF | 275 000 | 275 000 | 245 941 | 245 941 | 52 431 CHF | 54 890 CHF | 99,69% | 99,69% |
30/07/2024 | 3,92% | 0,25 CHF | 0,26 CHF | 200 000 | 200 000 | 214 820 | 214 827 | 53 600 CHF | 55 750 CHF | 96,68% | 96,68% |