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 | 3,02% | 0,29 CHF | 0,30 CHF | 175 000 | 175 000 | 161 831 | 161 830 | 52 793 CHF | 54 411 CHF | 99,30% | 99,30% |
14/08/2024 | 2,96% | 0,35 CHF | 0,36 CHF | 150 000 | 150 000 | 169 349 | 169 349 | 56 291 CHF | 57 985 CHF | 98,58% | 98,58% |
13/08/2024 | 2,63% | 0,36 CHF | 0,37 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 56 409 CHF | 57 909 CHF | 98,83% | 98,83% |
12/08/2024 | 2,45% | 0,36 CHF | 0,37 CHF | 150 000 | 150 000 | 128 427 | 128 427 | 51 736 CHF | 53 020 CHF | 98,70% | 98,70% |
09/08/2024 | 2,52% | 0,42 CHF | 0,43 CHF | 125 000 | 125 000 | 141 752 | 141 752 | 55 563 CHF | 56 981 CHF | 98,89% | 98,89% |
08/08/2024 | 1,74% | 0,49 CHF | 0,50 CHF | 125 000 | 125 000 | 102 014 | 102 014 | 58 202 CHF | 59 223 CHF | 96,70% | 96,70% |
07/08/2024 | 1,91% | 0,49 CHF | 0,50 CHF | 100 000 | 100 000 | 100 945 | 100 945 | 52 468 CHF | 53 478 CHF | 98,70% | 98,70% |
06/08/2024 | 1,45% | 0,61 CHF | 0,62 CHF | 100 000 | 100 000 | 79 186 | 79 186 | 54 262 CHF | 55 054 CHF | 98,84% | 98,84% |
02/08/2024 | 1,46% | 0,70 CHF | 0,71 CHF | 75 000 | 75 000 | 83 137 | 83 137 | 56 365 CHF | 57 197 CHF | 95,44% | 95,44% |
30/07/2024 | 1,92% | 0,61 CHF | 0,62 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 51 765 CHF | 52 765 CHF | 99,48% | 99,48% |