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 | 5,76% | 0,16 CHF | 0,17 CHF | 600 000 | 600 000 | 600 000 | 600 000 | 101 253 CHF | 107 253 CHF | 100,00% | 100,00% |
14/08/2024 | 5,38% | 0,18 CHF | 0,19 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 90 469 CHF | 95 469 CHF | 100,00% | 100,00% |
13/08/2024 | 5,08% | 0,19 CHF | 0,20 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 95 880 CHF | 100 880 CHF | 100,00% | 100,00% |
12/08/2024 | 5,15% | 0,19 CHF | 0,20 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 94 592 CHF | 99 592 CHF | 100,00% | 100,00% |
09/08/2024 | 4,89% | 0,20 CHF | 0,21 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 99 849 CHF | 104 849 CHF | 100,00% | 100,00% |
08/08/2024 | 4,66% | 0,20 CHF | 0,21 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 104 851 CHF | 109 851 CHF | 100,00% | 100,00% |
07/08/2024 | 4,64% | 0,20 CHF | 0,21 CHF | 450 000 | 450 000 | 450 000 | 450 000 | 94 883 CHF | 99 383 CHF | 100,00% | 100,00% |
06/08/2024 | 4,34% | 0,23 CHF | 0,24 CHF | 450 000 | 450 000 | 450 000 | 450 000 | 101 442 CHF | 105 942 CHF | 100,00% | 100,00% |
02/08/2024 | 4,87% | 0,21 CHF | 0,22 CHF | 700 000 | 700 000 | 700 000 | 700 000 | 140 364 CHF | 147 364 CHF | 100,00% | 100,00% |
31/07/2024 | 6,15% | 0,17 CHF | 0,18 CHF | 700 000 | 700 000 | 700 000 | 700 000 | 116 994 CHF | 124 409 CHF | 43,97% | 43,97% |