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 | 2,83% | 0,36 CHF | 0,37 CHF | 300 000 | 50 000 | 300 000 | 50 000 | 104 734 CHF | 17 956 CHF | 99,16% | 99,16% |
14/08/2024 | 2,91% | 0,34 CHF | 0,35 CHF | 300 000 | 50 000 | 376 578 | 50 000 | 127 649 CHF | 17 463 CHF | 97,47% | 97,47% |
13/08/2024 | 3,06% | 0,33 CHF | 0,34 CHF | 450 000 | 50 000 | 450 000 | 50 000 | 144 886 CHF | 16 599 CHF | 99,15% | 99,15% |
12/08/2024 | 2,83% | 0,34 CHF | 0,35 CHF | 450 000 | 50 000 | 448 029 | 50 000 | 156 338 CHF | 17 950 CHF | 99,16% | 99,16% |
09/08/2024 | 2,80% | 0,35 CHF | 0,36 CHF | 450 000 | 50 000 | 450 000 | 50 000 | 158 882 CHF | 18 154 CHF | 99,16% | 99,16% |
08/08/2024 | 3,12% | 0,33 CHF | 0,34 CHF | 450 000 | 50 000 | 450 000 | 50 000 | 142 315 CHF | 16 313 CHF | 99,17% | 99,17% |
07/08/2024 | 2,78% | 0,37 CHF | 0,38 CHF | 450 000 | 50 000 | 449 970 | 50 000 | 159 714 CHF | 18 247 CHF | 99,16% | 99,16% |
06/08/2024 | 3,10% | 0,33 CHF | 0,34 CHF | 450 000 | 50 000 | 450 000 | 50 000 | 143 070 CHF | 16 397 CHF | 99,16% | 99,16% |
02/08/2024 | 2,46% | 0,37 CHF | 0,38 CHF | 450 000 | 50 000 | 336 931 | 50 000 | 134 641 CHF | 20 611 CHF | 97,06% | 97,06% |
31/07/2024 | 2,13% | 0,46 CHF | 0,47 CHF | 300 000 | 50 000 | 300 000 | 50 000 | 139 485 CHF | 23 748 CHF | 38,11% | 38,11% |