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 | 2,03% | 0,50 CHF | 0,51 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 365 858 CHF | 124 453 CHF | 99,27% | 99,27% |
14/08/2024 | 2,22% | 0,46 CHF | 0,47 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 333 810 CHF | 113 770 CHF | 99,27% | 99,27% |
13/08/2024 | 2,33% | 0,41 CHF | 0,42 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 318 416 CHF | 108 639 CHF | 99,17% | 99,17% |
12/08/2024 | 2,49% | 0,39 CHF | 0,40 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 297 274 CHF | 101 591 CHF | 99,27% | 99,27% |
09/08/2024 | 2,57% | 0,39 CHF | 0,40 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 288 293 CHF | 98 598 CHF | 99,23% | 99,23% |
08/08/2024 | 2,90% | 0,36 CHF | 0,37 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 255 453 CHF | 87 651 CHF | 99,25% | 99,25% |
07/08/2024 | 2,93% | 0,36 CHF | 0,37 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 252 695 CHF | 86 732 CHF | 99,17% | 99,17% |
06/08/2024 | 3,51% | 0,28 CHF | 0,29 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 210 357 CHF | 72 619 CHF | 98,68% | 98,68% |
02/08/2024 | 2,45% | 0,39 CHF | 0,40 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 302 509 CHF | 103 336 CHF | 97,95% | 97,95% |
31/07/2024 | 1,94% | 0,50 CHF | 0,51 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 382 453 CHF | 129 984 CHF | 37,90% | 37,90% |