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 | 5,83% | 0,19 CHF | 0,20 CHF | 275 000 | 275 000 | 312 395 | 312 395 | 52 036 CHF | 55 160 CHF | 99,41% | 99,41% |
14/08/2024 | 5,68% | 0,17 CHF | 0,18 CHF | 325 000 | 325 000 | 302 172 | 302 172 | 51 726 CHF | 54 748 CHF | 98,82% | 98,82% |
13/08/2024 | 5,35% | 0,17 CHF | 0,18 CHF | 300 000 | 300 000 | 291 664 | 291 664 | 53 103 CHF | 56 020 CHF | 98,79% | 98,79% |
12/08/2024 | 5,32% | 0,19 CHF | 0,20 CHF | 275 000 | 275 000 | 290 853 | 290 853 | 53 233 CHF | 56 141 CHF | 98,84% | 98,84% |
09/08/2024 | 5,06% | 0,20 CHF | 0,21 CHF | 250 000 | 250 000 | 268 556 | 268 556 | 51 717 CHF | 54 402 CHF | 98,87% | 98,87% |
08/08/2024 | 5,28% | 0,19 CHF | 0,20 CHF | 250 000 | 250 000 | 285 780 | 285 780 | 52 672 CHF | 55 530 CHF | 96,90% | 96,90% |
07/08/2024 | 4,94% | 0,20 CHF | 0,21 CHF | 250 000 | 250 000 | 256 707 | 256 705 | 50 681 CHF | 53 247 CHF | 98,94% | 98,94% |
06/08/2024 | 4,77% | 0,20 CHF | 0,21 CHF | 250 000 | 250 000 | 250 520 | 250 515 | 51 337 CHF | 53 842 CHF | 98,91% | 98,91% |
02/08/2024 | 4,37% | 0,23 CHF | 0,24 CHF | 225 000 | 225 000 | 240 677 | 240 677 | 53 851 CHF | 56 257 CHF | 99,06% | 99,06% |
30/07/2024 | 4,48% | 0,22 CHF | 0,23 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 54 592 CHF | 57 092 CHF | 99,50% | 99,50% |