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 | 3,30% | 0,32 CHF | 0,33 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 44 771 CHF | 46 271 CHF | 100,00% | 100,00% |
14/08/2024 | 3,89% | 0,27 CHF | 0,28 CHF | 175 000 | 175 000 | 175 000 | 175 000 | 44 147 CHF | 45 897 CHF | 100,00% | 100,00% |
13/08/2024 | 4,32% | 0,23 CHF | 0,24 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 45 304 CHF | 47 304 CHF | 100,00% | 100,00% |
12/08/2024 | 4,11% | 0,23 CHF | 0,24 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 47 657 CHF | 49 657 CHF | 100,00% | 100,00% |
09/08/2024 | 4,55% | 0,22 CHF | 0,23 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 42 963 CHF | 44 963 CHF | 100,00% | 100,00% |
08/08/2024 | 5,33% | 0,20 CHF | 0,21 CHF | 225 000 | 225 000 | 225 000 | 225 000 | 41 255 CHF | 43 505 CHF | 100,00% | 100,00% |
07/08/2024 | 5,21% | 0,20 CHF | 0,21 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 46 821 CHF | 49 321 CHF | 100,00% | 100,00% |
06/08/2024 | 6,07% | 0,15 CHF | 0,16 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 48 007 CHF | 51 007 CHF | 100,00% | 100,00% |
02/08/2024 | 3,60% | 0,23 CHF | 0,24 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 27 390 CHF | 28 390 CHF | 100,00% | 100,00% |
31/07/2024 | 15,18% | 0,44 CHF | 0,51 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 44 894 CHF | 52 248 CHF | 43,96% | 43,96% |