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 | 4,91% | 0,20 CHF | 0,21 CHF | 250 000 | 250 000 | 253 488 | 253 488 | 50 338 CHF | 52 873 CHF | 99,38% | 99,38% |
14/08/2024 | 4,62% | 0,20 CHF | 0,21 CHF | 275 000 | 275 000 | 251 936 | 251 936 | 53 361 CHF | 55 881 CHF | 98,88% | 98,88% |
13/08/2024 | 4,63% | 0,21 CHF | 0,22 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 52 801 CHF | 55 301 CHF | 98,85% | 98,85% |
12/08/2024 | 4,48% | 0,22 CHF | 0,23 CHF | 250 000 | 250 000 | 247 826 | 247 826 | 54 081 CHF | 56 559 CHF | 98,73% | 98,73% |
09/08/2024 | 4,08% | 0,23 CHF | 0,24 CHF | 225 000 | 225 000 | 214 484 | 214 484 | 51 435 CHF | 53 580 CHF | 98,81% | 98,81% |
08/08/2024 | 4,06% | 0,25 CHF | 0,26 CHF | 200 000 | 200 000 | 212 574 | 212 574 | 51 228 CHF | 53 354 CHF | 96,92% | 96,92% |
07/08/2024 | 4,00% | 0,25 CHF | 0,26 CHF | 200 000 | 200 000 | 209 165 | 209 165 | 51 249 CHF | 53 341 CHF | 98,64% | 98,64% |
06/08/2024 | 4,56% | 0,23 CHF | 0,24 CHF | 225 000 | 225 000 | 245 531 | 245 531 | 52 698 CHF | 55 153 CHF | 98,88% | 98,88% |
02/08/2024 | 4,97% | 0,19 CHF | 0,20 CHF | 275 000 | 275 000 | 259 133 | 259 133 | 50 792 CHF | 53 383 CHF | 99,38% | 99,38% |
30/07/2024 | 3,42% | 0,28 CHF | 0,29 CHF | 200 000 | 200 000 | 189 168 | 189 168 | 54 289 CHF | 56 180 CHF | 99,39% | 99,39% |