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 | 4,12% | 0,27 CHF | 0,28 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 238 632 CHF | 99 453 CHF | 94,17% | 94,17% |
14/08/2024 | 4,17% | 0,22 CHF | 0,23 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 235 355 CHF | 98 142 CHF | 98,29% | 98,29% |
13/08/2024 | 4,49% | 0,22 CHF | 0,23 CHF | 1 000 000 | 400 000 | 1 000 000 | 401 532 | 218 095 CHF | 91 560 CHF | 98,46% | 98,46% |
12/08/2024 | 4,85% | 0,22 CHF | 0,23 CHF | 1 000 000 | 400 000 | 1 000 000 | 486 042 | 201 379 CHF | 102 553 CHF | 98,51% | 98,51% |
09/08/2024 | 4,50% | 0,19 CHF | 0,20 CHF | 1 000 000 | 500 000 | 1 000 000 | 423 046 | 218 296 CHF | 96 103 CHF | 95,74% | 95,74% |
08/08/2024 | 5,40% | 0,20 CHF | 0,21 CHF | 1 000 000 | 400 000 | 1 000 000 | 491 972 | 180 926 CHF | 93 746 CHF | 97,36% | 97,36% |
07/08/2024 | 4,93% | 0,21 CHF | 0,22 CHF | 1 000 000 | 400 000 | 1 000 000 | 432 908 | 197 928 CHF | 89 741 CHF | 94,75% | 94,75% |
06/08/2024 | 4,06% | 0,19 CHF | 0,20 CHF | 1 000 000 | 400 000 | 811 750 | 305 875 | 195 562 CHF | 76 611 CHF | 93,31% | 93,31% |
02/08/2024 | 5,09% | 0,24 CHF | 0,25 CHF | 1 000 000 | 400 000 | 1 000 000 | 446 272 | 192 496 CHF | 89 730 CHF | 90,92% | 90,92% |
30/07/2024 | 3,78% | 0,23 CHF | 0,24 CHF | 1 000 000 | 400 000 | 906 036 | 306 036 | 235 427 CHF | 82 527 CHF | 97,20% | 97,20% |