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 | 3,21% | 0,26 CHF | 0,27 CHF | 920 000 | 920 000 | 503 945 | 503 945 | 154 481 CHF | 159 540 CHF | 99,88% | 99,88% |
14/08/2024 | 3,40% | 0,34 CHF | 0,35 CHF | 1 000 000 | 1 000 000 | 524 208 | 524 208 | 162 970 CHF | 168 268 CHF | 99,02% | 99,02% |
13/08/2024 | 2,85% | 0,32 CHF | 0,33 CHF | 960 000 | 960 000 | 509 846 | 509 846 | 178 173 CHF | 183 294 CHF | 99,73% | 99,73% |
12/08/2024 | 2,86% | 0,37 CHF | 0,38 CHF | 1 000 000 | 1 000 000 | 508 590 | 508 590 | 184 509 CHF | 189 635 CHF | 99,22% | 99,22% |
09/08/2024 | 2,86% | 0,37 CHF | 0,38 CHF | 1 000 000 | 1 000 000 | 492 122 | 492 122 | 179 748 CHF | 184 732 CHF | 97,93% | 97,93% |
08/08/2024 | 2,48% | 0,38 CHF | 0,39 CHF | 1 000 000 | 1 000 000 | 507 379 | 507 379 | 205 798 CHF | 210 894 CHF | 98,65% | 98,65% |
07/08/2024 | 2,86% | 0,36 CHF | 0,37 CHF | 1 000 000 | 1 000 000 | 538 294 | 538 294 | 192 116 CHF | 197 519 CHF | 98,71% | 98,71% |
06/08/2024 | 2,81% | 0,39 CHF | 0,40 CHF | 1 000 000 | 1 000 000 | 526 817 | 526 817 | 193 245 CHF | 198 534 CHF | 98,91% | 98,91% |
02/08/2024 | 3,77% | 0,32 CHF | 0,33 CHF | 1 000 000 | 1 000 000 | 540 076 | 540 076 | 147 369 CHF | 152 788 CHF | 98,54% | 98,54% |
30/07/2024 | 5,69% | 0,20 CHF | 0,21 CHF | 1 000 000 | 1 000 000 | 621 992 | 621 992 | 110 953 CHF | 117 196 CHF | 99,63% | 99,63% |