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 | 3,36% | 0,32 CHF | 0,33 CHF | 500 000 | 100 000 | 499 988 | 100 000 | 146 645 CHF | 30 330 CHF | 99,27% | 99,27% |
14/08/2024 | 3,72% | 0,26 CHF | 0,27 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 131 833 CHF | 27 367 CHF | 99,25% | 99,25% |
13/08/2024 | 3,92% | 0,25 CHF | 0,26 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 125 200 CHF | 26 040 CHF | 99,27% | 99,27% |
12/08/2024 | 3,88% | 0,26 CHF | 0,27 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 126 558 CHF | 26 312 CHF | 99,27% | 99,27% |
09/08/2024 | 4,03% | 0,24 CHF | 0,25 CHF | 500 000 | 100 000 | 499 989 | 100 000 | 121 864 CHF | 25 373 CHF | 99,27% | 99,27% |
08/08/2024 | 4,63% | 0,23 CHF | 0,24 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 105 720 CHF | 22 144 CHF | 99,26% | 99,26% |
07/08/2024 | 4,40% | 0,23 CHF | 0,24 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 111 310 CHF | 23 262 CHF | 99,27% | 99,27% |
06/08/2024 | 4,57% | 0,21 CHF | 0,22 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 107 093 CHF | 22 419 CHF | 99,26% | 99,26% |
02/08/2024 | 3,36% | 0,24 CHF | 0,25 CHF | 500 000 | 100 000 | 500 000 | 99 977 | 146 978 CHF | 30 389 CHF | 99,27% | 99,27% |
31/07/2024 | 2,69% | 0,37 CHF | 0,38 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 183 350 CHF | 37 670 CHF | 37,94% | 37,94% |