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 | 3,86% | 0,25 CHF | 0,26 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 50 902 CHF | 52 902 CHF | 100,00% | 100,00% |
14/08/2024 | 3,77% | 0,26 CHF | 0,27 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 52 076 CHF | 54 076 CHF | 100,00% | 100,00% |
13/08/2024 | 4,25% | 0,25 CHF | 0,26 CHF | 200 000 | 200 000 | 232 407 | 232 408 | 53 398 CHF | 55 722 CHF | 98,89% | 98,89% |
12/08/2024 | 4,08% | 0,23 CHF | 0,24 CHF | 225 000 | 225 000 | 221 267 | 221 266 | 53 080 CHF | 55 293 CHF | 98,80% | 98,80% |
09/08/2024 | 4,11% | 0,24 CHF | 0,25 CHF | 200 000 | 200 000 | 221 760 | 221 760 | 52 834 CHF | 55 052 CHF | 99,86% | 99,86% |
08/08/2024 | 4,22% | 0,23 CHF | 0,24 CHF | 225 000 | 225 000 | 227 724 | 227 722 | 52 849 CHF | 55 126 CHF | 100,00% | 100,00% |
07/08/2024 | 3,86% | 0,26 CHF | 0,27 CHF | 200 000 | 200 000 | 200 127 | 200 127 | 50 833 CHF | 52 835 CHF | 99,42% | 99,42% |
06/08/2024 | 4,21% | 0,23 CHF | 0,24 CHF | 225 000 | 225 000 | 227 821 | 227 823 | 53 002 CHF | 55 281 CHF | 98,52% | 98,52% |
02/08/2024 | 3,56% | 0,25 CHF | 0,26 CHF | 200 000 | 200 000 | 190 699 | 190 699 | 52 643 CHF | 54 550 CHF | 99,69% | 99,69% |
30/07/2024 | 3,17% | 0,31 CHF | 0,32 CHF | 175 000 | 175 000 | 173 953 | 173 954 | 53 978 CHF | 55 718 CHF | 96,68% | 96,68% |