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 | 3,81% | 0,27 CHF | 0,28 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 193 250 CHF | 66 917 CHF | 99,27% | 99,27% |
14/08/2024 | 4,34% | 0,24 CHF | 0,25 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 169 006 CHF | 58 835 CHF | 99,27% | 99,27% |
13/08/2024 | 4,61% | 0,20 CHF | 0,21 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 159 248 CHF | 55 583 CHF | 99,17% | 99,17% |
12/08/2024 | 5,09% | 0,19 CHF | 0,20 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 143 776 CHF | 50 425 CHF | 99,27% | 99,27% |
09/08/2024 | 5,24% | 0,19 CHF | 0,20 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 139 580 CHF | 49 027 CHF | 99,23% | 99,23% |
08/08/2024 | 6,26% | 0,17 CHF | 0,18 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 116 563 CHF | 41 354 CHF | 99,27% | 99,27% |
07/08/2024 | 6,21% | 0,17 CHF | 0,18 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 117 596 CHF | 41 699 CHF | 99,17% | 99,17% |
06/08/2024 | 7,93% | 0,12 CHF | 0,13 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 91 204 CHF | 32 902 CHF | 98,71% | 98,71% |
02/08/2024 | 4,93% | 0,19 CHF | 0,20 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 148 528 CHF | 52 009 CHF | 97,98% | 97,98% |
31/07/2024 | 3,49% | 0,27 CHF | 0,28 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 211 300 CHF | 72 933 CHF | 37,90% | 37,90% |