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 | 4,09% | 0,23 CHF | 0,24 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 179 669 CHF | 62 390 CHF | 99,20% | 99,20% |
14/08/2024 | 4,30% | 0,22 CHF | 0,23 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 170 682 CHF | 59 394 CHF | 99,42% | 99,42% |
13/08/2024 | 4,67% | 0,22 CHF | 0,23 CHF | 750 000 | 250 000 | 756 763 | 252 254 | 158 220 CHF | 55 263 CHF | 99,26% | 99,26% |
12/08/2024 | 4,71% | 0,20 CHF | 0,21 CHF | 750 000 | 250 000 | 781 228 | 260 409 | 161 803 CHF | 56 539 CHF | 99,16% | 99,16% |
09/08/2024 | 4,80% | 0,20 CHF | 0,21 CHF | 900 000 | 300 000 | 868 565 | 289 522 | 176 724 CHF | 61 803 CHF | 99,27% | 99,27% |
08/08/2024 | 5,03% | 0,20 CHF | 0,21 CHF | 750 000 | 250 000 | 853 309 | 284 436 | 165 176 CHF | 57 903 CHF | 99,17% | 99,17% |
07/08/2024 | 4,67% | 0,21 CHF | 0,22 CHF | 750 000 | 250 000 | 752 090 | 250 697 | 157 561 CHF | 55 027 CHF | 99,09% | 99,09% |
06/08/2024 | 4,69% | 0,20 CHF | 0,21 CHF | 750 000 | 250 000 | 655 404 | 218 468 | 136 231 CHF | 47 595 CHF | 98,93% | 98,93% |
02/08/2024 | 4,45% | 0,22 CHF | 0,23 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 165 022 CHF | 57 508 CHF | 96,60% | 96,60% |
30/07/2024 | 2,99% | 0,31 CHF | 0,32 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 197 662 CHF | 67 887 CHF | 97,29% | 97,29% |