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 | 3,65% | 0,29 CHF | 0,30 CHF | 600 000 | 200 000 | 607 350 | 202 450 | 163 954 CHF | 56 676 CHF | 99,58% | 99,58% |
14/08/2024 | 3,88% | 0,25 CHF | 0,26 CHF | 750 000 | 250 000 | 748 600 | 249 533 | 189 175 CHF | 65 554 CHF | 99,38% | 99,38% |
13/08/2024 | 4,05% | 0,24 CHF | 0,25 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 181 418 CHF | 62 973 CHF | 99,57% | 99,57% |
12/08/2024 | 3,90% | 0,25 CHF | 0,26 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 188 711 CHF | 65 404 CHF | 99,50% | 99,50% |
09/08/2024 | 3,72% | 0,25 CHF | 0,26 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 198 398 CHF | 68 633 CHF | 99,55% | 99,55% |
08/08/2024 | 3,96% | 0,26 CHF | 0,27 CHF | 750 000 | 250 000 | 737 346 | 245 782 | 182 525 CHF | 63 299 CHF | 99,24% | 99,24% |
07/08/2024 | 3,69% | 0,28 CHF | 0,29 CHF | 600 000 | 200 000 | 659 979 | 219 993 | 175 409 CHF | 60 670 CHF | 99,56% | 99,56% |
06/08/2024 | 4,26% | 0,22 CHF | 0,23 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 173 039 CHF | 60 180 CHF | 98,63% | 98,63% |
02/08/2024 | 3,31% | 0,27 CHF | 0,28 CHF | 750 000 | 250 000 | 624 459 | 208 153 | 185 361 CHF | 63 869 CHF | 99,42% | 99,42% |
30/07/2024 | 2,08% | 0,48 CHF | 0,49 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 285 869 CHF | 97 290 CHF | 99,57% | 99,57% |