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 | 2,19% | 0,45 CHF | 0,46 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 338 109 CHF | 115 203 CHF | 87,50% | 87,50% |
14/08/2024 | 2,26% | 0,45 CHF | 0,46 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 328 824 CHF | 112 108 CHF | 89,08% | 89,08% |
13/08/2024 | 2,45% | 0,42 CHF | 0,43 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 302 058 CHF | 103 186 CHF | 90,17% | 90,17% |
12/08/2024 | 2,49% | 0,39 CHF | 0,40 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 297 579 CHF | 101 693 CHF | 89,69% | 89,69% |
09/08/2024 | 2,45% | 0,40 CHF | 0,41 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 301 969 CHF | 103 156 CHF | 84,90% | 84,90% |
08/08/2024 | 2,51% | 0,40 CHF | 0,41 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 295 132 CHF | 100 877 CHF | 97,30% | 97,30% |
07/08/2024 | 2,53% | 0,40 CHF | 0,41 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 292 887 CHF | 100 129 CHF | 96,84% | 96,84% |
06/08/2024 | 2,57% | 0,38 CHF | 0,39 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 288 559 CHF | 98 686 CHF | 97,28% | 97,28% |
02/08/2024 | 2,25% | 0,43 CHF | 0,44 CHF | 750 000 | 250 000 | 713 936 | 237 979 | 313 733 CHF | 106 957 CHF | 98,36% | 98,36% |
30/07/2024 | 2,04% | 0,50 CHF | 0,51 CHF | 600 000 | 200 000 | 620 632 | 206 877 | 301 091 CHF | 102 432 CHF | 98,00% | 98,00% |