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 | 6,19% | 0,15 CHF | 0,16 CHF | 400 000 | 400 000 | 400 000 | 400 000 | 62 687 CHF | 66 687 CHF | 100,00% | 100,00% |
14/08/2024 | 6,06% | 0,16 CHF | 0,17 CHF | 400 000 | 400 000 | 400 000 | 400 000 | 64 000 CHF | 68 000 CHF | 100,00% | 100,00% |
13/08/2024 | 6,06% | 0,16 CHF | 0,17 CHF | 400 000 | 400 000 | 400 000 | 400 000 | 64 000 CHF | 68 000 CHF | 100,00% | 100,00% |
12/08/2024 | 6,06% | 0,16 CHF | 0,17 CHF | 400 000 | 400 000 | 400 000 | 400 000 | 63 992 CHF | 67 992 CHF | 100,00% | 100,00% |
09/08/2024 | 6,31% | 0,16 CHF | 0,17 CHF | 400 000 | 400 000 | 400 000 | 400 000 | 61 431 CHF | 65 431 CHF | 100,00% | 100,00% |
08/08/2024 | 6,09% | 0,16 CHF | 0,17 CHF | 450 000 | 450 000 | 450 000 | 450 000 | 71 635 CHF | 76 135 CHF | 100,00% | 100,00% |
07/08/2024 | 6,32% | 0,15 CHF | 0,16 CHF | 400 000 | 400 000 | 400 000 | 400 000 | 61 364 CHF | 65 364 CHF | 100,00% | 100,00% |
06/08/2024 | 5,86% | 0,16 CHF | 0,17 CHF | 400 000 | 400 000 | 400 000 | 400 000 | 66 321 CHF | 70 321 CHF | 100,00% | 100,00% |
02/08/2024 | 5,98% | 0,17 CHF | 0,18 CHF | 450 000 | 450 000 | 450 000 | 450 000 | 73 095 CHF | 77 595 CHF | 100,00% | 100,00% |
30/07/2024 | 5,29% | 0,18 CHF | 0,19 CHF | 350 000 | 350 000 | 350 000 | 350 000 | 64 426 CHF | 67 926 CHF | 100,00% | 100,00% |