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 | 2,47% | 0,42 CHF | 0,43 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 301 085 CHF | 102 862 CHF | 99,15% | 99,15% |
14/08/2024 | 1,92% | 0,53 CHF | 0,54 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 386 892 CHF | 131 464 CHF | 96,54% | 96,54% |
13/08/2024 | 2,20% | 0,46 CHF | 0,47 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 338 167 CHF | 115 222 CHF | 99,16% | 99,16% |
12/08/2024 | 2,02% | 0,47 CHF | 0,48 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 367 111 CHF | 124 870 CHF | 99,16% | 99,16% |
09/08/2024 | 1,91% | 0,51 CHF | 0,52 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 389 655 CHF | 132 385 CHF | 99,16% | 99,16% |
08/08/2024 | 2,07% | 0,49 CHF | 0,50 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 358 318 CHF | 121 939 CHF | 98,85% | 98,85% |
07/08/2024 | 1,93% | 0,53 CHF | 0,54 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 384 534 CHF | 130 678 CHF | 99,16% | 99,16% |
06/08/2024 | 2,11% | 0,46 CHF | 0,47 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 352 522 CHF | 120 007 CHF | 99,12% | 99,12% |
02/08/2024 | 1,71% | 0,53 CHF | 0,54 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 436 329 CHF | 147 943 CHF | 94,15% | 94,15% |
31/07/2024 | 1,30% | 0,75 CHF | 0,76 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 458 874 CHF | 154 958 CHF | 39,53% | 39,53% |