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 | 1,98% | 0,62 CHF | 0,63 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 301 679 CHF | 102 560 CHF | 97,89% | 97,89% |
14/08/2024 | 2,37% | 0,47 CHF | 0,48 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 251 492 CHF | 85 831 CHF | 97,31% | 97,31% |
13/08/2024 | 2,77% | 0,38 CHF | 0,39 CHF | 600 000 | 200 000 | 697 646 | 232 549 | 247 957 CHF | 84 978 CHF | 95,94% | 95,94% |
12/08/2024 | 3,09% | 0,37 CHF | 0,38 CHF | 750 000 | 250 000 | 749 551 | 249 850 | 238 869 CHF | 82 122 CHF | 98,25% | 98,25% |
09/08/2024 | 3,14% | 0,33 CHF | 0,34 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 235 888 CHF | 81 129 CHF | 92,61% | 92,61% |
08/08/2024 | 4,21% | 0,27 CHF | 0,28 CHF | 750 000 | 250 000 | 757 875 | 252 625 | 177 209 CHF | 61 596 CHF | 97,48% | 97,48% |
07/08/2024 | 3,40% | 0,28 CHF | 0,29 CHF | 750 000 | 250 000 | 718 371 | 239 457 | 207 887 CHF | 71 690 CHF | 97,32% | 97,32% |
06/08/2024 | 3,03% | 0,27 CHF | 0,28 CHF | 750 000 | 250 000 | 596 579 | 198 860 | 192 797 CHF | 66 254 CHF | 92,06% | 92,06% |
02/08/2024 | 2,27% | 0,40 CHF | 0,41 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 262 831 CHF | 89 611 CHF | 98,95% | 98,95% |
30/07/2024 | 1,37% | 0,63 CHF | 0,64 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 325 793 CHF | 110 098 CHF | 99,14% | 99,14% |