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 | 5,68% | 0,18 CHF | 0,19 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 77 020 CHF | 27 173 CHF | 99,27% | 99,27% |
14/08/2024 | 5,68% | 0,17 CHF | 0,18 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 76 998 CHF | 27 166 CHF | 99,27% | 99,27% |
13/08/2024 | 5,84% | 0,17 CHF | 0,18 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 74 974 CHF | 26 491 CHF | 99,17% | 99,17% |
12/08/2024 | 5,58% | 0,18 CHF | 0,19 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 78 421 CHF | 27 640 CHF | 99,27% | 99,27% |
09/08/2024 | 5,52% | 0,17 CHF | 0,18 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 79 405 CHF | 27 968 CHF | 99,23% | 99,23% |
08/08/2024 | 5,69% | 0,18 CHF | 0,19 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 76 929 CHF | 27 143 CHF | 99,26% | 99,26% |
07/08/2024 | 5,99% | 0,17 CHF | 0,18 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 73 035 CHF | 25 845 CHF | 98,91% | 98,91% |
06/08/2024 | 6,87% | 0,14 CHF | 0,15 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 63 451 CHF | 22 650 CHF | 98,72% | 98,72% |
02/08/2024 | 5,35% | 0,16 CHF | 0,17 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 82 141 CHF | 28 880 CHF | 97,97% | 97,97% |
31/07/2024 | 4,80% | 0,21 CHF | 0,22 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 91 590 CHF | 32 030 CHF | 37,90% | 37,90% |