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 | 6,56% | 0,14 CHF | 0,15 CHF | 900 000 | 300 000 | 900 000 | 300 000 | 133 035 CHF | 47 345 CHF | 92,02% | 92,02% |
14/08/2024 | 5,54% | 0,15 CHF | 0,16 CHF | 900 000 | 300 000 | 814 688 | 271 563 | 144 175 CHF | 50 774 CHF | 96,75% | 96,75% |
13/08/2024 | 4,64% | 0,22 CHF | 0,23 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 158 082 CHF | 55 194 CHF | 96,61% | 96,61% |
12/08/2024 | 4,59% | 0,22 CHF | 0,23 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 159 567 CHF | 55 689 CHF | 96,28% | 96,28% |
09/08/2024 | 4,82% | 0,20 CHF | 0,21 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 152 179 CHF | 53 226 CHF | 89,70% | 89,70% |
08/08/2024 | 4,92% | 0,20 CHF | 0,21 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 148 834 CHF | 52 111 CHF | 97,09% | 97,09% |
07/08/2024 | 5,57% | 0,20 CHF | 0,21 CHF | 750 000 | 250 000 | 818 908 | 272 969 | 142 953 CHF | 50 381 CHF | 97,94% | 97,94% |
06/08/2024 | 6,06% | 0,16 CHF | 0,17 CHF | 900 000 | 300 000 | 892 932 | 297 644 | 143 057 CHF | 50 662 CHF | 97,71% | 97,71% |
02/08/2024 | 3,59% | 0,26 CHF | 0,27 CHF | 600 000 | 200 000 | 610 398 | 203 466 | 167 144 CHF | 57 749 CHF | 98,78% | 98,78% |
30/07/2024 | 2,82% | 0,35 CHF | 0,36 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 209 771 CHF | 71 924 CHF | 92,61% | 92,61% |