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 | 3,47% | 0,31 CHF | 0,32 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 71 108 CHF | 73 608 CHF | 99,49% | 99,49% |
14/08/2024 | 3,96% | 0,25 CHF | 0,26 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 61 839 CHF | 64 339 CHF | 99,58% | 99,58% |
13/08/2024 | 4,33% | 0,23 CHF | 0,24 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 56 469 CHF | 58 969 CHF | 99,57% | 99,57% |
12/08/2024 | 4,21% | 0,22 CHF | 0,23 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 58 201 CHF | 60 701 CHF | 99,49% | 99,49% |
09/08/2024 | 4,00% | 0,24 CHF | 0,25 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 61 310 CHF | 63 810 CHF | 99,58% | 99,58% |
08/08/2024 | 4,16% | 0,24 CHF | 0,25 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 58 846 CHF | 61 346 CHF | 99,57% | 99,57% |
07/08/2024 | 4,01% | 0,25 CHF | 0,26 CHF | 300 000 | 300 000 | 268 826 | 268 826 | 65 860 CHF | 68 548 CHF | 99,59% | 99,59% |
06/08/2024 | 4,77% | 0,20 CHF | 0,21 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 51 221 CHF | 53 721 CHF | 99,54% | 99,54% |
02/08/2024 | 3,56% | 0,25 CHF | 0,26 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 55 355 CHF | 57 355 CHF | 99,54% | 99,54% |
30/07/2024 | 2,18% | 0,45 CHF | 0,46 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 56 807 CHF | 58 057 CHF | 99,50% | 99,50% |