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 | 3,53% | 0,28 CHF | 0,29 CHF | 600 000 | 250 000 | 600 000 | 250 000 | 167 020 CHF | 72 092 CHF | 90,51% | 90,51% |
14/08/2024 | 3,27% | 0,28 CHF | 0,30 CHF | 600 000 | 250 000 | 600 000 | 250 000 | 180 423 CHF | 77 676 CHF | 90,81% | 90,81% |
13/08/2024 | 3,07% | 0,32 CHF | 0,33 CHF | 600 000 | 250 000 | 600 000 | 250 000 | 192 677 CHF | 82 782 CHF | 96,23% | 96,23% |
12/08/2024 | 2,94% | 0,33 CHF | 0,34 CHF | 600 000 | 250 000 | 600 000 | 250 000 | 201 105 CHF | 86 294 CHF | 94,97% | 94,97% |
09/08/2024 | 2,70% | 0,37 CHF | 0,38 CHF | 600 000 | 250 000 | 600 000 | 250 000 | 219 467 CHF | 93 945 CHF | 95,40% | 95,40% |
08/08/2024 | 2,65% | 0,38 CHF | 0,39 CHF | 600 000 | 250 000 | 600 000 | 250 000 | 223 878 CHF | 95 782 CHF | 98,50% | 98,50% |
07/08/2024 | 2,08% | 0,46 CHF | 0,47 CHF | 600 000 | 250 000 | 600 000 | 250 000 | 285 706 CHF | 121 544 CHF | 98,47% | 98,47% |
06/08/2024 | 1,89% | 0,50 CHF | 0,51 CHF | 600 000 | 250 000 | 600 000 | 250 000 | 314 395 CHF | 133 498 CHF | 98,91% | 98,91% |
02/08/2024 | 2,26% | 0,44 CHF | 0,45 CHF | 600 000 | 250 000 | 600 000 | 250 000 | 262 746 CHF | 111 978 CHF | 97,01% | 97,01% |
30/07/2024 | 2,30% | 0,44 CHF | 0,45 CHF | 600 000 | 250 000 | 600 000 | 250 000 | 258 216 CHF | 110 090 CHF | 89,68% | 89,68% |