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 | 3,92% | 0,23 CHF | 0,24 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 112 830 CHF | 39 110 CHF | 99,58% | 99,58% |
14/08/2024 | 3,85% | 0,22 CHF | 0,23 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 116 016 CHF | 40 172 CHF | 96,78% | 96,78% |
13/08/2024 | 3,73% | 0,27 CHF | 0,28 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 118 700 CHF | 41 067 CHF | 99,61% | 99,61% |
12/08/2024 | 3,39% | 0,27 CHF | 0,28 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 130 640 CHF | 45 047 CHF | 99,65% | 99,65% |
09/08/2024 | 3,48% | 0,26 CHF | 0,27 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 127 251 CHF | 43 917 CHF | 98,65% | 98,65% |
08/08/2024 | 4,04% | 0,25 CHF | 0,26 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 109 272 CHF | 37 924 CHF | 98,81% | 98,81% |
07/08/2024 | 4,44% | 0,20 CHF | 0,21 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 99 195 CHF | 34 565 CHF | 99,61% | 99,61% |
06/08/2024 | 3,61% | 0,25 CHF | 0,26 CHF | 450 000 | 150 000 | 350 727 | 116 909 | 94 827 CHF | 32 778 CHF | 99,48% | 99,48% |
02/08/2024 | 3,26% | 0,35 CHF | 0,36 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 137 100 CHF | 47 200 CHF | 99,05% | 99,05% |
30/07/2024 | 1,47% | 0,32 CHF | 0,33 CHF | 450 000 | 150 000 | 316 707 | 105 569 | 225 231 CHF | 76 133 CHF | 97,81% | 97,82% |