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 | 2,71% | 0,37 CHF | 0,38 CHF | 1 500 000 | 150 000 | 1 500 000 | 150 000 | 546 822 CHF | 56 182 CHF | 99,27% | 99,27% |
14/08/2024 | 2,92% | 0,35 CHF | 0,36 CHF | 1 500 000 | 150 000 | 1 500 000 | 150 000 | 505 768 CHF | 52 077 CHF | 99,27% | 99,27% |
13/08/2024 | 3,03% | 0,34 CHF | 0,35 CHF | 1 500 000 | 150 000 | 1 500 000 | 150 000 | 487 871 CHF | 50 287 CHF | 99,18% | 99,18% |
12/08/2024 | 3,00% | 0,33 CHF | 0,34 CHF | 1 500 000 | 150 000 | 1 500 000 | 150 000 | 492 715 CHF | 50 772 CHF | 99,27% | 99,27% |
09/08/2024 | 2,86% | 0,33 CHF | 0,34 CHF | 1 500 000 | 150 000 | 1 500 000 | 150 000 | 518 184 CHF | 53 318 CHF | 99,23% | 99,23% |
08/08/2024 | 3,30% | 0,31 CHF | 0,32 CHF | 1 500 000 | 150 000 | 1 500 000 | 150 000 | 447 537 CHF | 46 254 CHF | 99,26% | 99,26% |
07/08/2024 | 3,29% | 0,32 CHF | 0,33 CHF | 1 500 000 | 150 000 | 1 500 000 | 150 000 | 450 174 CHF | 46 517 CHF | 99,16% | 99,16% |
06/08/2024 | 3,97% | 0,24 CHF | 0,25 CHF | 1 500 000 | 150 000 | 1 500 000 | 150 000 | 371 622 CHF | 38 662 CHF | 98,72% | 98,72% |
02/08/2024 | 2,98% | 0,32 CHF | 0,33 CHF | 1 500 000 | 150 000 | 1 500 000 | 150 000 | 496 453 CHF | 51 145 CHF | 97,98% | 97,98% |
31/07/2024 | 2,64% | 0,39 CHF | 0,40 CHF | 1 500 000 | 150 000 | 1 500 000 | 150 000 | 561 236 CHF | 57 624 CHF | 37,91% | 37,91% |