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 | 5,61% | 0,18 CHF | 0,19 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 43 316 CHF | 45 816 CHF | 100,00% | 100,00% |
14/08/2024 | 6,10% | 0,16 CHF | 0,17 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 39 757 CHF | 42 257 CHF | 100,00% | 100,00% |
13/08/2024 | 6,94% | 0,15 CHF | 0,16 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 34 824 CHF | 37 324 CHF | 100,00% | 100,00% |
12/08/2024 | 6,25% | 0,15 CHF | 0,16 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 38 814 CHF | 41 314 CHF | 100,00% | 100,00% |
09/08/2024 | 6,12% | 0,16 CHF | 0,17 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 39 632 CHF | 42 132 CHF | 100,00% | 100,00% |
08/08/2024 | 7,81% | 0,14 CHF | 0,15 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 30 978 CHF | 33 478 CHF | 100,00% | 100,00% |
07/08/2024 | 6,90% | 0,15 CHF | 0,16 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 42 040 CHF | 45 040 CHF | 100,00% | 100,00% |
06/08/2024 | 8,63% | 0,12 CHF | 0,13 CHF | 350 000 | 350 000 | 350 000 | 350 000 | 38 940 CHF | 42 440 CHF | 100,00% | 100,00% |
02/08/2024 | 5,04% | 0,15 CHF | 0,16 CHF | 175 000 | 175 000 | 175 000 | 175 000 | 34 087 CHF | 35 837 CHF | 100,00% | 100,00% |
31/07/2024 | 11,78% | 0,24 CHF | 0,27 CHF | 175 000 | 175 000 | 175 000 | 175 000 | 41 414 CHF | 46 593 CHF | 43,95% | 43,95% |