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 | 5,01% | 0,21 CHF | 0,22 CHF | 900 000 | 300 000 | 926 787 | 326 787 | 180 779 CHF | 66 816 CHF | 99,69% | 99,69% |
14/08/2024 | 5,31% | 0,18 CHF | 0,19 CHF | 1 000 000 | 400 000 | 998 636 | 398 636 | 183 020 CHF | 77 039 CHF | 99,74% | 99,74% |
13/08/2024 | 5,40% | 0,18 CHF | 0,19 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 180 425 CHF | 76 170 CHF | 99,56% | 99,56% |
12/08/2024 | 5,17% | 0,18 CHF | 0,19 CHF | 1 000 000 | 400 000 | 997 760 | 397 760 | 188 213 CHF | 78 994 CHF | 99,52% | 99,52% |
09/08/2024 | 4,87% | 0,19 CHF | 0,20 CHF | 1 000 000 | 400 000 | 966 334 | 366 334 | 193 484 CHF | 76 765 CHF | 99,55% | 99,55% |
08/08/2024 | 5,13% | 0,20 CHF | 0,21 CHF | 900 000 | 300 000 | 912 313 | 312 313 | 173 548 CHF | 62 444 CHF | 99,72% | 99,72% |
07/08/2024 | 4,92% | 0,21 CHF | 0,22 CHF | 900 000 | 300 000 | 901 857 | 301 857 | 178 969 CHF | 62 898 CHF | 99,73% | 99,73% |
06/08/2024 | 5,49% | 0,17 CHF | 0,18 CHF | 1 000 000 | 400 000 | 987 046 | 387 046 | 175 117 CHF | 72 381 CHF | 98,77% | 98,77% |
02/08/2024 | 4,46% | 0,20 CHF | 0,21 CHF | 900 000 | 300 000 | 900 000 | 300 000 | 197 740 CHF | 68 914 CHF | 99,41% | 99,41% |
30/07/2024 | 2,84% | 0,35 CHF | 0,36 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 260 282 CHF | 89 261 CHF | 99,57% | 99,57% |