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 | 2,96% | 0,33 CHF | 0,34 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 249 785 CHF | 85 762 CHF | 99,27% | 99,27% |
14/08/2024 | 3,05% | 0,33 CHF | 0,34 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 242 192 CHF | 83 231 CHF | 99,27% | 99,27% |
13/08/2024 | 3,08% | 0,32 CHF | 0,33 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 239 689 CHF | 82 396 CHF | 99,17% | 99,17% |
12/08/2024 | 2,97% | 0,32 CHF | 0,33 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 248 800 CHF | 85 434 CHF | 99,27% | 99,27% |
09/08/2024 | 3,05% | 0,33 CHF | 0,34 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 242 383 CHF | 83 294 CHF | 99,22% | 99,22% |
08/08/2024 | 3,39% | 0,31 CHF | 0,32 CHF | 750 000 | 250 000 | 977 399 | 250 000 | 280 517 CHF | 75 150 CHF | 99,26% | 99,26% |
07/08/2024 | 3,49% | 0,29 CHF | 0,30 CHF | 1 500 000 | 250 000 | 1 500 000 | 250 000 | 422 283 CHF | 72 881 CHF | 99,18% | 99,18% |
06/08/2024 | 3,88% | 0,25 CHF | 0,26 CHF | 1 500 000 | 250 000 | 1 499 980 | 250 000 | 379 764 CHF | 65 795 CHF | 98,71% | 98,71% |
02/08/2024 | 3,77% | 0,25 CHF | 0,26 CHF | 1 500 000 | 250 000 | 1 500 000 | 250 000 | 390 250 CHF | 67 542 CHF | 97,98% | 97,98% |
31/07/2024 | 3,02% | 0,32 CHF | 0,33 CHF | 1 500 000 | 250 000 | 1 500 000 | 250 000 | 489 968 CHF | 84 161 CHF | 37,91% | 37,91% |