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 | 2,64% | 0,48 CHF | 0,49 CHF | 600 000 | 200 000 | 612 095 | 204 032 | 230 575 CHF | 78 899 CHF | 98,18% | 98,18% |
14/08/2024 | 3,23% | 0,35 CHF | 0,36 CHF | 750 000 | 250 000 | 748 225 | 249 408 | 229 333 CHF | 78 939 CHF | 98,98% | 98,98% |
13/08/2024 | 3,85% | 0,27 CHF | 0,28 CHF | 750 000 | 250 000 | 750 150 | 250 050 | 191 529 CHF | 66 344 CHF | 93,89% | 93,89% |
12/08/2024 | 4,37% | 0,26 CHF | 0,27 CHF | 750 000 | 250 000 | 883 833 | 294 611 | 197 729 CHF | 68 856 CHF | 98,50% | 98,50% |
09/08/2024 | 4,36% | 0,24 CHF | 0,25 CHF | 900 000 | 300 000 | 900 000 | 300 000 | 202 620 CHF | 70 540 CHF | 92,44% | 92,44% |
08/08/2024 | 5,98% | 0,19 CHF | 0,20 CHF | 900 000 | 300 000 | 966 730 | 366 730 | 157 726 CHF | 63 084 CHF | 95,96% | 95,96% |
07/08/2024 | 4,78% | 0,19 CHF | 0,20 CHF | 900 000 | 300 000 | 875 232 | 291 744 | 179 045 CHF | 62 599 CHF | 91,89% | 91,89% |
06/08/2024 | 3,98% | 0,18 CHF | 0,19 CHF | 900 000 | 300 000 | 641 485 | 213 828 | 156 865 CHF | 54 427 CHF | 88,49% | 88,49% |
02/08/2024 | 3,06% | 0,30 CHF | 0,31 CHF | 750 000 | 250 000 | 651 001 | 217 000 | 209 045 CHF | 71 852 CHF | 98,60% | 98,60% |
30/07/2024 | 1,71% | 0,50 CHF | 0,51 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 261 174 CHF | 88 558 CHF | 99,07% | 99,07% |