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 | 3,16% | 0,31 CHF | 0,32 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 233 250 CHF | 80 250 CHF | 87,44% | 87,44% |
14/08/2024 | 3,28% | 0,31 CHF | 0,32 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 224 780 CHF | 77 427 CHF | 89,27% | 89,27% |
13/08/2024 | 3,60% | 0,29 CHF | 0,30 CHF | 750 000 | 250 000 | 856 340 | 285 447 | 233 037 CHF | 80 534 CHF | 90,10% | 90,10% |
12/08/2024 | 3,66% | 0,26 CHF | 0,27 CHF | 900 000 | 300 000 | 882 231 | 294 077 | 236 607 CHF | 81 810 CHF | 89,52% | 89,52% |
09/08/2024 | 3,57% | 0,27 CHF | 0,28 CHF | 900 000 | 300 000 | 897 003 | 299 001 | 247 159 CHF | 85 377 CHF | 84,82% | 84,82% |
08/08/2024 | 3,67% | 0,27 CHF | 0,28 CHF | 750 000 | 250 000 | 798 983 | 266 328 | 213 888 CHF | 73 959 CHF | 97,22% | 97,22% |
07/08/2024 | 3,70% | 0,27 CHF | 0,28 CHF | 750 000 | 250 000 | 809 395 | 269 798 | 214 548 CHF | 74 214 CHF | 96,82% | 96,82% |
06/08/2024 | 3,73% | 0,26 CHF | 0,27 CHF | 900 000 | 300 000 | 868 243 | 289 414 | 228 149 CHF | 78 944 CHF | 97,32% | 97,32% |
02/08/2024 | 3,20% | 0,30 CHF | 0,31 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 231 160 CHF | 79 553 CHF | 98,35% | 98,35% |
30/07/2024 | 2,84% | 0,36 CHF | 0,37 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 260 603 CHF | 89 368 CHF | 97,97% | 97,97% |