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 | 8,14% | 0,11 CHF | 0,12 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 29 491 CHF | 31 991 CHF | 99,50% | 99,50% |
14/08/2024 | 7,41% | 0,12 CHF | 0,13 CHF | 225 000 | 225 000 | 225 000 | 225 000 | 29 235 CHF | 31 485 CHF | 99,56% | 99,56% |
13/08/2024 | 6,95% | 0,13 CHF | 0,14 CHF | 225 000 | 225 000 | 225 000 | 225 000 | 31 258 CHF | 33 508 CHF | 99,49% | 99,49% |
12/08/2024 | 6,81% | 0,14 CHF | 0,15 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 28 405 CHF | 30 405 CHF | 99,52% | 99,52% |
09/08/2024 | 6,59% | 0,14 CHF | 0,15 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 29 387 CHF | 31 387 CHF | 99,52% | 99,57% |
08/08/2024 | 6,42% | 0,15 CHF | 0,16 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 30 174 CHF | 32 174 CHF | 99,59% | 99,59% |
07/08/2024 | 6,09% | 0,15 CHF | 0,16 CHF | 175 000 | 175 000 | 190 580 | 190 580 | 30 389 CHF | 32 295 CHF | 99,49% | 99,49% |
06/08/2024 | 5,55% | 0,17 CHF | 0,18 CHF | 225 000 | 225 000 | 225 000 | 225 000 | 39 426 CHF | 41 676 CHF | 99,52% | 99,52% |
02/08/2024 | 6,45% | 0,14 CHF | 0,15 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 37 585 CHF | 40 085 CHF | 99,53% | 99,53% |
30/07/2024 | 7,41% | 0,13 CHF | 0,14 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 32 497 CHF | 34 997 CHF | 99,49% | 99,49% |