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% | 0,30 CHF | 0,31 CHF | 750 000 | 100 000 | 750 000 | 100 000 | 219 252 CHF | 30 234 CHF | 93,48% | 93,48% |
14/08/2024 | 3,34% | 0,29 CHF | 0,30 CHF | 750 000 | 100 000 | 750 000 | 100 000 | 220 630 CHF | 30 417 CHF | 92,91% | 92,91% |
13/08/2024 | 3,45% | 0,28 CHF | 0,29 CHF | 750 000 | 100 000 | 750 000 | 100 000 | 213 808 CHF | 29 508 CHF | 98,90% | 98,90% |
12/08/2024 | 3,28% | 0,31 CHF | 0,32 CHF | 750 000 | 100 000 | 750 000 | 100 000 | 225 070 CHF | 31 009 CHF | 94,59% | 94,59% |
09/08/2024 | 3,05% | 0,32 CHF | 0,33 CHF | 750 000 | 100 000 | 750 000 | 100 000 | 242 259 CHF | 33 301 CHF | 94,02% | 94,02% |
08/08/2024 | 3,13% | 0,33 CHF | 0,34 CHF | 750 000 | 100 000 | 750 000 | 100 000 | 236 347 CHF | 32 513 CHF | 98,89% | 98,89% |
07/08/2024 | 3,08% | 0,34 CHF | 0,35 CHF | 750 000 | 100 000 | 750 000 | 100 000 | 240 092 CHF | 33 012 CHF | 98,57% | 98,57% |
06/08/2024 | 3,32% | 0,31 CHF | 0,32 CHF | 750 000 | 100 000 | 750 000 | 100 000 | 222 618 CHF | 30 683 CHF | 99,20% | 99,20% |
02/08/2024 | 2,33% | 0,43 CHF | 0,44 CHF | 750 000 | 100 000 | 750 000 | 100 000 | 318 910 CHF | 43 521 CHF | 98,29% | 98,29% |
30/07/2024 | 3,08% | 0,31 CHF | 0,32 CHF | 750 000 | 100 000 | 750 000 | 100 000 | 239 750 CHF | 32 967 CHF | 98,23% | 98,23% |