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 | 2,71% | 0,36 CHF | 0,37 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 54 633 CHF | 56 133 CHF | 100,00% | 100,00% |
14/08/2024 | 2,67% | 0,37 CHF | 0,38 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 55 371 CHF | 56 871 CHF | 100,00% | 100,00% |
13/08/2024 | 2,99% | 0,35 CHF | 0,36 CHF | 150 000 | 150 000 | 165 720 | 165 720 | 54 491 CHF | 56 148 CHF | 98,81% | 98,81% |
12/08/2024 | 2,89% | 0,33 CHF | 0,34 CHF | 175 000 | 175 000 | 153 352 | 153 350 | 52 323 CHF | 53 856 CHF | 98,75% | 98,75% |
09/08/2024 | 2,90% | 0,35 CHF | 0,36 CHF | 150 000 | 150 000 | 156 532 | 156 532 | 53 139 CHF | 54 704 CHF | 99,83% | 99,83% |
08/08/2024 | 2,98% | 0,33 CHF | 0,34 CHF | 150 000 | 150 000 | 168 748 | 168 748 | 55 676 CHF | 57 363 CHF | 100,00% | 100,00% |
07/08/2024 | 2,75% | 0,36 CHF | 0,37 CHF | 150 000 | 150 000 | 150 124 | 150 125 | 53 777 CHF | 55 278 CHF | 99,41% | 99,41% |
06/08/2024 | 3,00% | 0,33 CHF | 0,34 CHF | 175 000 | 175 000 | 167 739 | 167 740 | 55 001 CHF | 56 679 CHF | 98,52% | 98,52% |
02/08/2024 | 2,56% | 0,36 CHF | 0,37 CHF | 150 000 | 150 000 | 139 397 | 139 397 | 53 797 CHF | 55 191 CHF | 99,69% | 99,69% |
30/07/2024 | 2,33% | 0,42 CHF | 0,43 CHF | 125 000 | 125 000 | 128 254 | 128 256 | 54 433 CHF | 55 717 CHF | 96,68% | 96,68% |