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 | 4,32% | 0,19 CHF | 0,20 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 102 311 CHF | 35 604 CHF | 98,87% | 98,87% |
14/08/2024 | 5,06% | 0,21 CHF | 0,22 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 86 920 CHF | 30 474 CHF | 99,39% | 99,39% |
13/08/2024 | 5,01% | 0,19 CHF | 0,20 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 87 722 CHF | 30 741 CHF | 99,15% | 99,15% |
12/08/2024 | 3,88% | 0,20 CHF | 0,21 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 114 971 CHF | 39 824 CHF | 98,24% | 98,24% |
09/08/2024 | 3,59% | 0,27 CHF | 0,28 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 122 980 CHF | 42 493 CHF | 99,30% | 99,30% |
08/08/2024 | 3,76% | 0,28 CHF | 0,29 CHF | 450 000 | 150 000 | 487 436 | 162 479 | 127 061 CHF | 43 978 CHF | 99,05% | 99,05% |
07/08/2024 | 4,10% | 0,28 CHF | 0,29 CHF | 450 000 | 150 000 | 568 881 | 189 627 | 135 413 CHF | 47 034 CHF | 98,97% | 98,97% |
06/08/2024 | 4,05% | 0,26 CHF | 0,27 CHF | 450 000 | 150 000 | 458 339 | 152 780 | 111 353 CHF | 38 646 CHF | 99,15% | 99,15% |
02/08/2024 | 5,38% | 0,19 CHF | 0,20 CHF | 600 000 | 200 000 | 589 734 | 196 578 | 107 454 CHF | 37 784 CHF | 99,59% | 99,59% |
30/07/2024 | 6,14% | 0,09 CHF | 0,10 CHF | 750 000 | 250 000 | 592 437 | 197 479 | 102 763 CHF | 36 229 CHF | 93,39% | 93,39% |