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 | 5,42% | 0,19 CHF | 0,20 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 108 207 CHF | 38 069 CHF | 99,16% | 99,16% |
14/08/2024 | 5,51% | 0,19 CHF | 0,20 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 105 947 CHF | 37 316 CHF | 96,53% | 96,53% |
13/08/2024 | 6,43% | 0,16 CHF | 0,17 CHF | 600 000 | 200 000 | 639 916 | 213 305 | 96 245 CHF | 34 215 CHF | 99,15% | 99,15% |
12/08/2024 | 6,47% | 0,15 CHF | 0,16 CHF | 600 000 | 200 000 | 604 762 | 201 587 | 90 542 CHF | 32 197 CHF | 99,16% | 99,16% |
09/08/2024 | 6,00% | 0,16 CHF | 0,17 CHF | 600 000 | 200 000 | 622 759 | 207 586 | 100 848 CHF | 35 692 CHF | 99,17% | 99,17% |
08/08/2024 | 6,83% | 0,16 CHF | 0,17 CHF | 600 000 | 200 000 | 722 719 | 240 906 | 102 283 CHF | 36 504 CHF | 98,84% | 98,84% |
07/08/2024 | 5,79% | 0,18 CHF | 0,19 CHF | 600 000 | 200 000 | 622 819 | 207 606 | 104 508 CHF | 36 912 CHF | 99,16% | 99,16% |
06/08/2024 | 6,34% | 0,14 CHF | 0,15 CHF | 750 000 | 250 000 | 713 232 | 237 744 | 109 197 CHF | 38 777 CHF | 99,15% | 99,15% |
02/08/2024 | 4,60% | 0,22 CHF | 0,23 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 127 864 CHF | 44 621 CHF | 94,19% | 94,19% |
31/07/2024 | 3,57% | 0,26 CHF | 0,27 CHF | 450 000 | 150 000 | 468 359 | 156 120 | 129 016 CHF | 44 567 CHF | 39,52% | 39,52% |