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 | 4,13% | 0,23 CHF | 0,24 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 71 115 CHF | 74 115 CHF | 99,48% | 99,53% |
14/08/2024 | 4,04% | 0,25 CHF | 0,26 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 72 797 CHF | 75 797 CHF | 99,60% | 99,60% |
13/08/2024 | 3,94% | 0,25 CHF | 0,26 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 74 584 CHF | 77 584 CHF | 99,50% | 99,50% |
12/08/2024 | 4,10% | 0,24 CHF | 0,25 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 71 724 CHF | 74 724 CHF | 99,48% | 99,48% |
09/08/2024 | 4,27% | 0,23 CHF | 0,24 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 68 822 CHF | 71 822 CHF | 99,57% | 99,57% |
08/08/2024 | 4,14% | 0,24 CHF | 0,25 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 71 046 CHF | 74 046 CHF | 99,53% | 99,53% |
07/08/2024 | 4,40% | 0,23 CHF | 0,24 CHF | 300 000 | 300 000 | 331 115 | 331 115 | 73 661 CHF | 76 972 CHF | 99,30% | 99,30% |
06/08/2024 | 4,10% | 0,24 CHF | 0,25 CHF | 350 000 | 350 000 | 350 000 | 350 000 | 83 581 CHF | 87 081 CHF | 99,58% | 99,58% |
02/08/2024 | 4,81% | 0,21 CHF | 0,22 CHF | 450 000 | 450 000 | 450 000 | 450 000 | 91 267 CHF | 95 767 CHF | 99,57% | 99,57% |
30/07/2024 | 6,06% | 0,16 CHF | 0,17 CHF | 600 000 | 600 000 | 600 000 | 600 000 | 96 000 CHF | 102 000 CHF | 99,56% | 99,56% |