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 | 3,20% | 0,31 CHF | 0,32 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 230 887 CHF | 79 462 CHF | 83,77% | 83,77% |
14/08/2024 | 3,28% | 0,30 CHF | 0,31 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 225 118 CHF | 77 539 CHF | 91,18% | 91,18% |
13/08/2024 | 3,91% | 0,27 CHF | 0,28 CHF | 750 000 | 250 000 | 755 111 | 251 704 | 189 767 CHF | 65 773 CHF | 94,64% | 94,64% |
12/08/2024 | 3,45% | 0,27 CHF | 0,28 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 213 792 CHF | 73 764 CHF | 83,08% | 83,08% |
09/08/2024 | 3,28% | 0,29 CHF | 0,30 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 225 342 CHF | 77 614 CHF | 90,32% | 90,32% |
08/08/2024 | 3,46% | 0,31 CHF | 0,32 CHF | 600 000 | 200 000 | 744 776 | 248 259 | 211 811 CHF | 73 086 CHF | 93,24% | 93,24% |
07/08/2024 | 3,49% | 0,32 CHF | 0,33 CHF | 600 000 | 200 000 | 727 674 | 242 558 | 204 607 CHF | 70 628 CHF | 95,34% | 95,34% |
06/08/2024 | 3,53% | 0,29 CHF | 0,30 CHF | 750 000 | 250 000 | 746 324 | 248 775 | 208 580 CHF | 72 014 CHF | 97,61% | 97,61% |
02/08/2024 | 2,53% | 0,35 CHF | 0,36 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 234 688 CHF | 80 229 CHF | 95,86% | 95,86% |
30/07/2024 | 1,78% | 0,58 CHF | 0,59 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 333 953 CHF | 113 318 CHF | 90,58% | 90,58% |