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 | 3,53% | 0,28 CHF | 0,29 CHF | 200 000 | 200 000 | 199 888 | 199 888 | 55 680 CHF | 57 679 CHF | 99,49% | 99,49% |
14/08/2024 | 3,30% | 0,29 CHF | 0,30 CHF | 175 000 | 175 000 | 175 000 | 175 000 | 52 233 CHF | 53 983 CHF | 98,67% | 98,67% |
13/08/2024 | 2,98% | 0,32 CHF | 0,33 CHF | 175 000 | 175 000 | 168 412 | 168 412 | 55 652 CHF | 57 336 CHF | 98,88% | 98,88% |
12/08/2024 | 2,97% | 0,33 CHF | 0,34 CHF | 150 000 | 150 000 | 169 888 | 169 888 | 56 401 CHF | 58 099 CHF | 98,49% | 98,49% |
09/08/2024 | 2,99% | 0,33 CHF | 0,34 CHF | 150 000 | 150 000 | 168 537 | 168 540 | 55 585 CHF | 57 272 CHF | 98,87% | 98,87% |
08/08/2024 | 2,66% | 0,36 CHF | 0,37 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 55 755 CHF | 57 255 CHF | 96,80% | 96,80% |
07/08/2024 | 2,78% | 0,35 CHF | 0,36 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 53 268 CHF | 54 768 CHF | 98,94% | 98,94% |
06/08/2024 | 2,53% | 0,39 CHF | 0,40 CHF | 150 000 | 150 000 | 145 752 | 145 756 | 56 964 CHF | 58 423 CHF | 98,89% | 98,89% |
02/08/2024 | 2,32% | 0,46 CHF | 0,47 CHF | 125 000 | 125 000 | 125 100 | 125 100 | 53 417 CHF | 54 668 CHF | 99,15% | 99,15% |
30/07/2024 | 2,98% | 0,38 CHF | 0,39 CHF | 150 000 | 150 000 | 170 168 | 170 168 | 56 297 CHF | 57 999 CHF | 99,47% | 99,47% |