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 | 2,39% | 0,41 CHF | 0,42 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 51 656 CHF | 52 906 CHF | 99,42% | 99,42% |
14/08/2024 | 2,55% | 0,41 CHF | 0,42 CHF | 125 000 | 125 000 | 144 639 | 144 638 | 55 920 CHF | 57 366 CHF | 98,77% | 98,77% |
13/08/2024 | 2,74% | 0,39 CHF | 0,40 CHF | 150 000 | 150 000 | 149 737 | 149 737 | 54 014 CHF | 55 511 CHF | 98,86% | 98,86% |
12/08/2024 | 2,62% | 0,36 CHF | 0,37 CHF | 150 000 | 150 000 | 149 184 | 149 179 | 56 226 CHF | 57 716 CHF | 98,86% | 98,86% |
09/08/2024 | 2,78% | 0,36 CHF | 0,37 CHF | 150 000 | 150 000 | 150 257 | 150 215 | 53 359 CHF | 54 845 CHF | 98,95% | 98,95% |
08/08/2024 | 3,84% | 0,30 CHF | 0,31 CHF | 175 000 | 175 000 | 207 597 | 207 597 | 52 997 CHF | 55 073 CHF | 96,74% | 96,74% |
07/08/2024 | 3,74% | 0,30 CHF | 0,31 CHF | 175 000 | 175 000 | 197 289 | 197 289 | 51 849 CHF | 53 821 CHF | 98,90% | 98,90% |
06/08/2024 | 3,52% | 0,29 CHF | 0,30 CHF | 175 000 | 175 000 | 192 963 | 192 964 | 53 852 CHF | 55 782 CHF | 98,93% | 98,93% |
02/08/2024 | 4,76% | 0,18 CHF | 0,19 CHF | 300 000 | 300 000 | 260 407 | 260 407 | 53 469 CHF | 56 073 CHF | 95,24% | 95,24% |
30/07/2024 | 3,66% | 0,25 CHF | 0,26 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 53 724 CHF | 55 724 CHF | 99,47% | 99,47% |