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 | 2,16% | 0,44 CHF | 0,45 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 102 865 CHF | 35 038 CHF | 99,27% | 99,27% |
14/08/2024 | 2,13% | 0,46 CHF | 0,47 CHF | 225 000 | 75 000 | 226 390 | 75 463 | 104 920 CHF | 35 728 CHF | 99,27% | 99,27% |
13/08/2024 | 2,15% | 0,47 CHF | 0,48 CHF | 225 000 | 75 000 | 228 672 | 76 224 | 105 386 CHF | 35 891 CHF | 99,17% | 99,17% |
12/08/2024 | 2,15% | 0,45 CHF | 0,46 CHF | 300 000 | 100 000 | 247 220 | 82 407 | 113 768 CHF | 38 747 CHF | 99,27% | 99,27% |
09/08/2024 | 2,12% | 0,47 CHF | 0,48 CHF | 225 000 | 75 000 | 244 874 | 81 625 | 113 935 CHF | 38 795 CHF | 99,23% | 99,23% |
08/08/2024 | 2,09% | 0,46 CHF | 0,47 CHF | 300 000 | 100 000 | 248 137 | 82 712 | 117 273 CHF | 39 918 CHF | 99,26% | 99,26% |
07/08/2024 | 2,11% | 0,46 CHF | 0,47 CHF | 300 000 | 100 000 | 247 099 | 82 366 | 115 350 CHF | 39 274 CHF | 98,91% | 98,91% |
06/08/2024 | 1,97% | 0,51 CHF | 0,52 CHF | 225 000 | 75 000 | 226 324 | 75 441 | 113 930 CHF | 38 731 CHF | 98,72% | 98,72% |
02/08/2024 | 2,31% | 0,44 CHF | 0,45 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 128 293 CHF | 43 764 CHF | 97,97% | 97,97% |
31/07/2024 | 2,49% | 0,40 CHF | 0,41 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 118 899 CHF | 40 633 CHF | 37,91% | 37,91% |