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 | 3,89% | 0,24 CHF | 0,25 CHF | 225 000 | 225 000 | 204 718 | 204 718 | 51 639 CHF | 53 686 CHF | 100,00% | 100,00% |
14/08/2024 | 4,38% | 0,25 CHF | 0,26 CHF | 200 000 | 200 000 | 241 660 | 241 658 | 53 923 CHF | 56 339 CHF | 100,00% | 100,00% |
13/08/2024 | 4,70% | 0,22 CHF | 0,23 CHF | 250 000 | 250 000 | 252 369 | 252 367 | 52 466 CHF | 54 990 CHF | 98,93% | 98,93% |
12/08/2024 | 4,36% | 0,23 CHF | 0,24 CHF | 250 000 | 250 000 | 239 225 | 239 225 | 53 593 CHF | 55 985 CHF | 99,03% | 99,03% |
09/08/2024 | 4,37% | 0,23 CHF | 0,24 CHF | 225 000 | 225 000 | 237 149 | 237 149 | 53 065 CHF | 55 436 CHF | 99,80% | 99,80% |
08/08/2024 | 5,38% | 0,20 CHF | 0,21 CHF | 300 000 | 300 000 | 292 862 | 292 862 | 52 994 CHF | 55 922 CHF | 100,00% | 100,00% |
07/08/2024 | 5,04% | 0,22 CHF | 0,23 CHF | 250 000 | 250 000 | 273 454 | 273 451 | 52 899 CHF | 55 633 CHF | 99,43% | 99,43% |
06/08/2024 | 6,62% | 0,16 CHF | 0,17 CHF | 375 000 | 375 000 | 359 160 | 359 161 | 52 482 CHF | 56 073 CHF | 99,43% | 99,43% |
02/08/2024 | 4,24% | 0,22 CHF | 0,23 CHF | 250 000 | 250 000 | 228 904 | 228 904 | 52 881 CHF | 55 170 CHF | 99,78% | 99,78% |
31/07/2024 | 4,10% | 0,25 CHF | 0,26 CHF | 225 000 | 225 000 | 225 230 | 225 230 | 53 767 CHF | 56 019 CHF | 32,11% | 32,11% |