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 | 3,84% | 0,29 CHF | 0,30 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 192 719 CHF | 66 740 CHF | 97,42% | 97,42% |
14/08/2024 | 3,86% | 0,25 CHF | 0,26 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 190 671 CHF | 66 057 CHF | 98,99% | 98,99% |
13/08/2024 | 4,02% | 0,25 CHF | 0,26 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 183 094 CHF | 63 531 CHF | 99,16% | 99,16% |
12/08/2024 | 4,23% | 0,23 CHF | 0,24 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 173 415 CHF | 60 305 CHF | 99,10% | 99,10% |
09/08/2024 | 4,10% | 0,23 CHF | 0,24 CHF | 750 000 | 250 000 | 750 334 | 250 111 | 179 652 CHF | 62 385 CHF | 99,07% | 99,07% |
08/08/2024 | 4,16% | 0,27 CHF | 0,28 CHF | 750 000 | 250 000 | 750 344 | 250 115 | 177 632 CHF | 61 712 CHF | 98,62% | 98,62% |
07/08/2024 | 4,10% | 0,23 CHF | 0,24 CHF | 750 000 | 250 000 | 750 284 | 250 095 | 180 260 CHF | 62 588 CHF | 99,17% | 99,17% |
06/08/2024 | 4,35% | 0,22 CHF | 0,23 CHF | 750 000 | 250 000 | 760 149 | 253 383 | 171 189 CHF | 59 597 CHF | 98,36% | 98,36% |
02/08/2024 | 3,41% | 0,27 CHF | 0,28 CHF | 750 000 | 250 000 | 749 111 | 249 704 | 216 783 CHF | 74 758 CHF | 98,99% | 98,99% |
30/07/2024 | 2,34% | 0,42 CHF | 0,43 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 253 502 CHF | 86 501 CHF | 98,83% | 98,83% |