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 | 3,58% | 0,28 CHF | 0,29 CHF | 750 000 | 100 000 | 750 000 | 100 000 | 205 937 CHF | 28 458 CHF | 99,15% | 99,15% |
14/08/2024 | 3,69% | 0,27 CHF | 0,28 CHF | 750 000 | 100 000 | 758 180 | 100 000 | 201 745 CHF | 27 631 CHF | 97,45% | 97,45% |
13/08/2024 | 4,22% | 0,23 CHF | 0,24 CHF | 900 000 | 100 000 | 896 314 | 100 000 | 208 341 CHF | 24 256 CHF | 99,16% | 99,16% |
12/08/2024 | 3,72% | 0,26 CHF | 0,27 CHF | 900 000 | 100 000 | 809 287 | 100 000 | 213 173 CHF | 27 395 CHF | 99,16% | 99,16% |
09/08/2024 | 3,67% | 0,26 CHF | 0,27 CHF | 900 000 | 100 000 | 884 123 | 100 000 | 236 718 CHF | 27 796 CHF | 99,16% | 99,16% |
08/08/2024 | 4,08% | 0,25 CHF | 0,26 CHF | 900 000 | 100 000 | 900 000 | 100 000 | 216 463 CHF | 25 052 CHF | 99,14% | 99,14% |
07/08/2024 | 3,69% | 0,30 CHF | 0,31 CHF | 750 000 | 100 000 | 862 464 | 100 000 | 230 516 CHF | 27 853 CHF | 99,16% | 99,16% |
06/08/2024 | 4,16% | 0,23 CHF | 0,24 CHF | 900 000 | 100 000 | 895 195 | 100 000 | 212 367 CHF | 24 752 CHF | 99,14% | 99,14% |
02/08/2024 | 2,66% | 0,29 CHF | 0,30 CHF | 750 000 | 100 000 | 726 078 | 100 000 | 271 484 CHF | 38 561 CHF | 97,05% | 97,05% |
31/07/2024 | 1,85% | 0,52 CHF | 0,53 CHF | 600 000 | 100 000 | 600 000 | 100 000 | 321 047 CHF | 54 508 CHF | 38,09% | 38,09% |