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 | 3,13% | 0,31 CHF | 0,32 CHF | 175 000 | 175 000 | 175 000 | 175 000 | 55 065 CHF | 56 815 CHF | 99,38% | 99,38% |
14/08/2024 | 3,24% | 0,31 CHF | 0,32 CHF | 175 000 | 175 000 | 175 000 | 175 000 | 53 233 CHF | 54 983 CHF | 98,86% | 98,86% |
13/08/2024 | 3,32% | 0,31 CHF | 0,32 CHF | 175 000 | 175 000 | 175 000 | 175 000 | 51 788 CHF | 53 538 CHF | 98,86% | 98,86% |
12/08/2024 | 3,28% | 0,29 CHF | 0,30 CHF | 175 000 | 175 000 | 175 000 | 175 000 | 52 441 CHF | 54 191 CHF | 98,74% | 98,74% |
09/08/2024 | 3,11% | 0,32 CHF | 0,33 CHF | 175 000 | 175 000 | 175 439 | 175 439 | 55 482 CHF | 57 237 CHF | 98,80% | 98,80% |
08/08/2024 | 3,74% | 0,27 CHF | 0,28 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 52 558 CHF | 54 558 CHF | 96,89% | 96,89% |
07/08/2024 | 3,48% | 0,28 CHF | 0,29 CHF | 200 000 | 200 000 | 193 926 | 193 926 | 54 770 CHF | 56 709 CHF | 98,65% | 98,65% |
06/08/2024 | 3,88% | 0,27 CHF | 0,28 CHF | 200 000 | 200 000 | 203 956 | 203 956 | 51 617 CHF | 53 656 CHF | 98,76% | 98,76% |
02/08/2024 | 3,27% | 0,32 CHF | 0,33 CHF | 175 000 | 175 000 | 177 647 | 177 647 | 53 425 CHF | 55 201 CHF | 99,37% | 99,37% |
30/07/2024 | 3,34% | 0,30 CHF | 0,31 CHF | 175 000 | 175 000 | 175 534 | 175 534 | 51 642 CHF | 53 397 CHF | 99,37% | 99,37% |