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 | 3,38% | 0,30 CHF | 0,31 CHF | 750 000 | 250 000 | 711 963 | 237 321 | 206 792 CHF | 71 304 CHF | 99,15% | 99,15% |
14/08/2024 | 3,48% | 0,28 CHF | 0,29 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 211 997 CHF | 73 166 CHF | 97,44% | 97,44% |
13/08/2024 | 4,03% | 0,26 CHF | 0,27 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 182 748 CHF | 63 416 CHF | 99,16% | 99,16% |
12/08/2024 | 3,84% | 0,26 CHF | 0,27 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 191 704 CHF | 66 401 CHF | 99,16% | 99,16% |
09/08/2024 | 3,78% | 0,26 CHF | 0,27 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 194 955 CHF | 67 485 CHF | 99,15% | 99,15% |
08/08/2024 | 3,99% | 0,26 CHF | 0,27 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 184 466 CHF | 63 989 CHF | 99,16% | 99,16% |
07/08/2024 | 3,91% | 0,27 CHF | 0,28 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 188 558 CHF | 65 353 CHF | 99,17% | 99,17% |
06/08/2024 | 4,50% | 0,22 CHF | 0,23 CHF | 900 000 | 300 000 | 867 445 | 289 148 | 188 373 CHF | 65 683 CHF | 99,16% | 99,16% |
02/08/2024 | 3,28% | 0,28 CHF | 0,29 CHF | 750 000 | 250 000 | 657 844 | 219 281 | 196 733 CHF | 67 771 CHF | 97,06% | 97,06% |
31/07/2024 | 2,80% | 0,35 CHF | 0,36 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 211 405 CHF | 72 468 CHF | 38,11% | 38,11% |