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 | 7,31% | 0,12 CHF | 0,13 CHF | 410 000 | 250 000 | 369 045 | 200 122 | 50 524 CHF | 29 306 CHF | 99,33% | 99,33% |
14/08/2024 | 6,23% | 0,16 CHF | 0,16 CHF | 320 000 | 250 000 | 310 017 | 199 116 | 50 494 CHF | 34 480 CHF | 85,82% | 85,82% |
13/08/2024 | 5,36% | 0,17 CHF | 0,17 CHF | 300 000 | 250 000 | 279 425 | 204 971 | 50 824 CHF | 39 170 CHF | 87,83% | 87,83% |
12/08/2024 | 6,02% | 0,17 CHF | 0,18 CHF | 290 000 | 250 000 | 298 371 | 200 144 | 50 743 CHF | 36 121 CHF | 99,15% | 99,15% |
09/08/2024 | 5,88% | 0,16 CHF | 0,17 CHF | 310 000 | 250 000 | 301 455 | 200 036 | 50 801 CHF | 35 588 CHF | 78,53% | 78,53% |
08/08/2024 | 5,07% | 0,19 CHF | 0,19 CHF | 270 000 | 250 000 | 258 207 | 200 052 | 50 848 CHF | 41 210 CHF | 90,90% | 90,90% |
07/08/2024 | 5,43% | 0,17 CHF | 0,18 CHF | 290 000 | 250 000 | 273 640 | 199 964 | 51 103 CHF | 39 226 CHF | 98,74% | 98,74% |
06/08/2024 | 4,52% | 0,20 CHF | 0,21 CHF | 250 000 | 250 000 | 236 773 | 201 166 | 51 536 CHF | 45 630 CHF | 77,74% | 77,74% |
02/08/2024 | 5,58% | 0,23 CHF | 0,24 CHF | 250 000 | 250 000 | 277 724 | 200 318 | 51 947 CHF | 40 074 CHF | 90,12% | 90,12% |
30/07/2024 | 4,55% | 0,20 CHF | 0,28 CHF | 250 000 | 200 000 | 197 477 | 174 769 | 54 305 CHF | 50 326 CHF | 41,64% | 76,64% |