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 | 4,24% | 0,24 CHF | 0,25 CHF | 450 000 | 150 000 | 449 958 | 149 986 | 104 128 CHF | 36 209 CHF | 99,16% | 99,16% |
14/08/2024 | 3,74% | 0,22 CHF | 0,23 CHF | 450 000 | 150 000 | 326 526 | 108 842 | 85 165 CHF | 29 477 CHF | 96,56% | 96,56% |
13/08/2024 | 3,82% | 0,26 CHF | 0,27 CHF | 300 000 | 100 000 | 341 563 | 113 854 | 87 488 CHF | 30 301 CHF | 99,16% | 99,16% |
12/08/2024 | 3,23% | 0,30 CHF | 0,31 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 91 387 CHF | 31 462 CHF | 99,17% | 99,17% |
09/08/2024 | 3,24% | 0,31 CHF | 0,32 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 91 120 CHF | 31 373 CHF | 99,16% | 99,16% |
08/08/2024 | 3,53% | 0,30 CHF | 0,31 CHF | 300 000 | 100 000 | 321 585 | 107 195 | 89 147 CHF | 30 788 CHF | 99,16% | 99,16% |
07/08/2024 | 3,50% | 0,29 CHF | 0,30 CHF | 300 000 | 100 000 | 306 236 | 102 079 | 85 940 CHF | 29 667 CHF | 99,16% | 99,16% |
06/08/2024 | 4,97% | 0,24 CHF | 0,25 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 88 619 CHF | 31 040 CHF | 98,83% | 98,83% |
02/08/2024 | 5,62% | 0,18 CHF | 0,19 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 77 949 CHF | 27 483 CHF | 96,88% | 96,88% |
30/07/2024 | 3,91% | 0,23 CHF | 0,24 CHF | 450 000 | 150 000 | 430 171 | 143 390 | 107 712 CHF | 37 338 CHF | 97,30% | 97,30% |