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 | 4,15% | 0,23 CHF | 0,24 CHF | 1 000 000 | 150 000 | 1 000 000 | 137 914 | 236 347 CHF | 33 802 CHF | 99,27% | 99,27% |
14/08/2024 | 3,85% | 0,25 CHF | 0,26 CHF | 1 000 000 | 100 000 | 1 000 000 | 105 689 | 255 124 CHF | 27 950 CHF | 99,27% | 99,27% |
13/08/2024 | 4,11% | 0,25 CHF | 0,26 CHF | 1 000 000 | 150 000 | 1 000 000 | 150 000 | 238 643 CHF | 37 297 CHF | 99,08% | 99,08% |
12/08/2024 | 3,98% | 0,24 CHF | 0,25 CHF | 1 000 000 | 150 000 | 1 000 000 | 130 370 | 246 591 CHF | 33 379 CHF | 99,27% | 99,27% |
09/08/2024 | 3,91% | 0,24 CHF | 0,25 CHF | 1 000 000 | 150 000 | 1 000 000 | 141 413 | 251 088 CHF | 36 845 CHF | 99,17% | 99,17% |
08/08/2024 | 4,38% | 0,24 CHF | 0,25 CHF | 1 000 000 | 150 000 | 1 000 000 | 150 000 | 223 497 CHF | 35 025 CHF | 99,26% | 99,26% |
07/08/2024 | 4,27% | 0,25 CHF | 0,26 CHF | 1 000 000 | 150 000 | 1 000 000 | 150 000 | 229 541 CHF | 35 931 CHF | 99,23% | 99,23% |
06/08/2024 | 4,67% | 0,21 CHF | 0,22 CHF | 1 000 000 | 150 000 | 1 000 000 | 150 000 | 209 678 CHF | 32 952 CHF | 98,79% | 98,79% |
02/08/2024 | 3,59% | 0,24 CHF | 0,25 CHF | 1 000 000 | 150 000 | 1 000 000 | 148 586 | 274 827 CHF | 42 286 CHF | 98,28% | 98,28% |
31/07/2024 | 3,03% | 0,33 CHF | 0,34 CHF | 1 000 000 | 100 000 | 1 000 000 | 100 000 | 325 879 CHF | 33 588 CHF | 38,91% | 38,91% |