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 | 3,28% | 0,27 CHF | 0,28 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 180 054 CHF | 62 018 CHF | 98,86% | 98,86% |
14/08/2024 | 3,56% | 0,29 CHF | 0,30 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 165 733 CHF | 57 244 CHF | 99,39% | 99,39% |
13/08/2024 | 3,52% | 0,28 CHF | 0,29 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 167 656 CHF | 57 885 CHF | 99,30% | 99,30% |
12/08/2024 | 3,01% | 0,28 CHF | 0,29 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 197 338 CHF | 67 779 CHF | 98,26% | 98,26% |
09/08/2024 | 2,77% | 0,35 CHF | 0,36 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 213 457 CHF | 73 153 CHF | 99,35% | 99,35% |
08/08/2024 | 2,87% | 0,36 CHF | 0,37 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 205 864 CHF | 70 621 CHF | 98,97% | 98,97% |
07/08/2024 | 3,09% | 0,35 CHF | 0,36 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 191 411 CHF | 65 804 CHF | 98,97% | 98,97% |
06/08/2024 | 3,05% | 0,34 CHF | 0,35 CHF | 600 000 | 200 000 | 466 962 | 155 654 | 151 486 CHF | 52 052 CHF | 98,91% | 98,91% |
02/08/2024 | 3,76% | 0,27 CHF | 0,28 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 157 232 CHF | 54 411 CHF | 98,93% | 98,93% |
30/07/2024 | 3,96% | 0,18 CHF | 0,19 CHF | 750 000 | 250 000 | 659 858 | 219 953 | 172 228 CHF | 59 609 CHF | 93,37% | 93,37% |