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 | 2,90% | 0,35 CHF | 0,36 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 152 922 CHF | 52 474 CHF | 99,61% | 99,61% |
14/08/2024 | 2,99% | 0,32 CHF | 0,33 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 148 333 CHF | 50 944 CHF | 99,45% | 99,45% |
13/08/2024 | 3,02% | 0,32 CHF | 0,33 CHF | 600 000 | 200 000 | 480 679 | 160 226 | 156 428 CHF | 53 745 CHF | 99,82% | 99,82% |
12/08/2024 | 2,96% | 0,35 CHF | 0,36 CHF | 450 000 | 150 000 | 459 660 | 153 220 | 153 077 CHF | 52 558 CHF | 99,59% | 99,59% |
09/08/2024 | 3,22% | 0,31 CHF | 0,32 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 183 516 CHF | 63 172 CHF | 99,50% | 99,50% |
08/08/2024 | 3,44% | 0,31 CHF | 0,32 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 171 849 CHF | 59 283 CHF | 99,55% | 99,55% |
07/08/2024 | 3,63% | 0,29 CHF | 0,30 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 162 337 CHF | 56 112 CHF | 99,48% | 99,48% |
06/08/2024 | 3,93% | 0,26 CHF | 0,27 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 149 904 CHF | 51 968 CHF | 98,62% | 98,62% |
02/08/2024 | 2,69% | 0,32 CHF | 0,33 CHF | 600 000 | 200 000 | 457 022 | 152 341 | 167 727 CHF | 57 432 CHF | 99,52% | 99,52% |
30/07/2024 | 2,94% | 0,34 CHF | 0,35 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 150 758 CHF | 51 753 CHF | 99,57% | 99,57% |