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 | 2,87% | 0,34 CHF | 0,35 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 206 179 CHF | 70 726 CHF | 99,00% | 99,00% |
14/08/2024 | 3,00% | 0,33 CHF | 0,34 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 196 796 CHF | 67 599 CHF | 99,24% | 99,24% |
13/08/2024 | 3,21% | 0,32 CHF | 0,33 CHF | 600 000 | 200 000 | 647 893 | 215 964 | 198 493 CHF | 68 324 CHF | 99,29% | 99,29% |
12/08/2024 | 3,26% | 0,30 CHF | 0,31 CHF | 750 000 | 250 000 | 749 995 | 249 998 | 226 735 CHF | 78 078 CHF | 99,22% | 99,22% |
09/08/2024 | 3,31% | 0,29 CHF | 0,30 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 223 219 CHF | 76 906 CHF | 99,06% | 99,06% |
08/08/2024 | 3,49% | 0,29 CHF | 0,30 CHF | 750 000 | 250 000 | 730 395 | 243 465 | 205 358 CHF | 70 887 CHF | 99,13% | 99,13% |
07/08/2024 | 3,25% | 0,30 CHF | 0,31 CHF | 600 000 | 200 000 | 620 584 | 206 861 | 187 673 CHF | 64 626 CHF | 99,01% | 99,01% |
06/08/2024 | 3,33% | 0,29 CHF | 0,30 CHF | 600 000 | 200 000 | 607 290 | 202 430 | 179 379 CHF | 61 817 CHF | 98,80% | 98,80% |
02/08/2024 | 3,14% | 0,31 CHF | 0,32 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 188 228 CHF | 64 743 CHF | 95,78% | 95,78% |
30/07/2024 | 2,25% | 0,41 CHF | 0,42 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 263 832 CHF | 89 944 CHF | 96,82% | 96,82% |