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 | 3,48% | 0,30 CHF | 0,31 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 169 446 CHF | 58 482 CHF | 95,53% | 95,53% |
14/08/2024 | 3,61% | 0,28 CHF | 0,29 CHF | 600 000 | 200 000 | 603 175 | 201 058 | 163 872 CHF | 56 635 CHF | 99,44% | 99,44% |
13/08/2024 | 3,87% | 0,28 CHF | 0,29 CHF | 600 000 | 200 000 | 730 544 | 243 515 | 185 081 CHF | 64 129 CHF | 94,22% | 94,22% |
12/08/2024 | 4,09% | 0,26 CHF | 0,27 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 179 844 CHF | 62 448 CHF | 99,53% | 99,53% |
09/08/2024 | 4,67% | 0,23 CHF | 0,24 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 157 286 CHF | 54 929 CHF | 95,48% | 95,48% |
08/08/2024 | 5,00% | 0,20 CHF | 0,21 CHF | 750 000 | 250 000 | 753 334 | 251 111 | 147 236 CHF | 51 590 CHF | 97,01% | 97,01% |
07/08/2024 | 5,45% | 0,21 CHF | 0,22 CHF | 750 000 | 250 000 | 868 029 | 289 343 | 154 888 CHF | 54 523 CHF | 95,95% | 95,95% |
06/08/2024 | 4,86% | 0,17 CHF | 0,18 CHF | 900 000 | 300 000 | 647 818 | 215 939 | 128 380 CHF | 44 953 CHF | 83,56% | 83,56% |
02/08/2024 | 3,69% | 0,32 CHF | 0,33 CHF | 600 000 | 200 000 | 435 986 | 145 329 | 117 588 CHF | 40 649 CHF | 95,17% | 95,17% |
30/07/2024 | 3,58% | 0,26 CHF | 0,27 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 164 837 CHF | 56 946 CHF | 99,42% | 99,42% |