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 | 4,19% | 0,23 CHF | 0,24 CHF | 200 000 | 200 000 | 221 802 | 221 802 | 51 839 CHF | 54 057 CHF | 99,45% | 99,45% |
14/08/2024 | 5,57% | 0,20 CHF | 0,21 CHF | 275 000 | 275 000 | 301 742 | 301 742 | 52 763 CHF | 55 781 CHF | 98,91% | 98,91% |
13/08/2024 | 7,47% | 0,15 CHF | 0,16 CHF | 375 000 | 375 000 | 402 267 | 402 267 | 51 923 CHF | 55 946 CHF | 98,74% | 98,74% |
12/08/2024 | 6,93% | 0,14 CHF | 0,15 CHF | 400 000 | 400 000 | 375 723 | 375 718 | 52 318 CHF | 56 074 CHF | 98,46% | 98,46% |
09/08/2024 | 5,59% | 0,17 CHF | 0,18 CHF | 325 000 | 325 000 | 302 794 | 302 795 | 52 700 CHF | 55 728 CHF | 98,87% | 98,87% |
08/08/2024 | 7,35% | 0,14 CHF | 0,15 CHF | 350 000 | 350 000 | 394 598 | 394 597 | 51 751 CHF | 55 697 CHF | 96,77% | 96,77% |
07/08/2024 | 6,41% | 0,15 CHF | 0,16 CHF | 325 000 | 325 000 | 347 929 | 347 926 | 52 544 CHF | 56 022 CHF | 98,90% | 98,90% |
06/08/2024 | 7,12% | 0,12 CHF | 0,13 CHF | 475 000 | 475 000 | 387 244 | 387 244 | 52 467 CHF | 56 339 CHF | 98,92% | 98,92% |
02/08/2024 | 10,56% | 0,10 CHF | 0,11 CHF | 500 000 | 500 000 | 572 153 | 323 694 | 51 352 CHF | 32 466 CHF | 99,13% | 99,13% |
30/07/2024 | 4,88% | 0,16 CHF | 0,17 CHF | 300 000 | 300 000 | 258 015 | 258 023 | 51 787 CHF | 54 369 CHF | 99,48% | 99,48% |