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 | 3,16% | 0,30 CHF | 0,31 CHF | 210 000 | 210 000 | 210 000 | 210 000 | 65 381 CHF | 67 481 CHF | 99,99% | 99,99% |
14/08/2024 | 2,89% | 0,33 CHF | 0,34 CHF | 210 000 | 210 000 | 211 823 | 211 823 | 72 234 CHF | 74 353 CHF | 99,69% | 99,69% |
13/08/2024 | 3,03% | 0,33 CHF | 0,34 CHF | 210 000 | 210 000 | 210 022 | 210 022 | 68 195 CHF | 70 295 CHF | 99,74% | 99,74% |
12/08/2024 | 3,38% | 0,29 CHF | 0,30 CHF | 210 000 | 210 000 | 209 890 | 209 890 | 61 155 CHF | 63 255 CHF | 99,24% | 99,24% |
09/08/2024 | 3,44% | 0,29 CHF | 0,30 CHF | 210 000 | 210 000 | 210 000 | 210 000 | 60 000 CHF | 62 100 CHF | 100,00% | 100,00% |
08/08/2024 | 3,13% | 0,30 CHF | 0,31 CHF | 210 000 | 210 000 | 214 420 | 214 420 | 67 646 CHF | 69 790 CHF | 99,99% | 99,99% |
07/08/2024 | 3,20% | 0,30 CHF | 0,31 CHF | 210 000 | 210 000 | 212 328 | 212 328 | 65 460 CHF | 67 583 CHF | 100,00% | 100,00% |
06/08/2024 | 2,88% | 0,34 CHF | 0,35 CHF | 220 000 | 220 000 | 220 000 | 220 000 | 75 296 CHF | 77 496 CHF | 100,00% | 100,00% |
02/08/2024 | 2,96% | 0,36 CHF | 0,37 CHF | 220 000 | 220 000 | 216 353 | 216 353 | 72 071 CHF | 74 234 CHF | 99,97% | 99,97% |
30/07/2024 | 3,93% | 0,24 CHF | 0,25 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 50 002 CHF | 52 002 CHF | 100,00% | 100,00% |