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 | 6,19% | 0,16 CHF | 0,17 CHF | 250 000 | 250 000 | 200 228 | 200 228 | 36 663 CHF | 38 926 CHF | 99,11% | 99,11% |
14/08/2024 | 4,70% | 0,20 CHF | 0,21 CHF | 250 000 | 250 000 | 198 942 | 198 942 | 41 674 CHF | 43 672 CHF | 85,05% | 85,05% |
13/08/2024 | 5,90% | 0,21 CHF | 0,22 CHF | 250 000 | 250 000 | 207 305 | 207 305 | 46 976 CHF | 49 779 CHF | 85,81% | 85,81% |
12/08/2024 | 4,76% | 0,22 CHF | 0,23 CHF | 250 000 | 250 000 | 200 187 | 200 187 | 43 799 CHF | 45 933 CHF | 98,73% | 98,73% |
09/08/2024 | 5,61% | 0,21 CHF | 0,22 CHF | 250 000 | 250 000 | 199 327 | 199 327 | 42 919 CHF | 45 318 CHF | 76,94% | 76,94% |
08/08/2024 | 4,51% | 0,23 CHF | 0,24 CHF | 250 000 | 250 000 | 200 244 | 200 244 | 48 389 CHF | 50 564 CHF | 91,03% | 91,03% |
07/08/2024 | 4,55% | 0,21 CHF | 0,22 CHF | 250 000 | 250 000 | 200 083 | 200 083 | 46 652 CHF | 48 812 CHF | 98,56% | 98,56% |
06/08/2024 | 4,14% | 0,24 CHF | 0,25 CHF | 250 000 | 250 000 | 201 372 | 201 372 | 52 930 CHF | 55 074 CHF | 77,78% | 77,78% |
02/08/2024 | 4,86% | 0,28 CHF | 0,29 CHF | 250 000 | 250 000 | 200 493 | 200 493 | 47 484 CHF | 49 724 CHF | 90,32% | 90,32% |