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 | 2,56% | 0,41 CHF | 0,42 CHF | 450 000 | 150 000 | 555 703 | 185 234 | 213 678 CHF | 73 078 CHF | 99,15% | 99,15% |
14/08/2024 | 2,77% | 0,35 CHF | 0,36 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 213 413 CHF | 73 138 CHF | 96,57% | 96,57% |
13/08/2024 | 3,18% | 0,33 CHF | 0,34 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 185 716 CHF | 63 905 CHF | 99,16% | 99,16% |
12/08/2024 | 2,83% | 0,34 CHF | 0,35 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 209 309 CHF | 71 770 CHF | 99,16% | 99,16% |
09/08/2024 | 2,73% | 0,36 CHF | 0,37 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 216 494 CHF | 74 165 CHF | 99,15% | 99,15% |
08/08/2024 | 3,46% | 0,33 CHF | 0,34 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 171 174 CHF | 59 058 CHF | 99,14% | 99,14% |
07/08/2024 | 3,12% | 0,35 CHF | 0,36 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 189 526 CHF | 65 175 CHF | 99,16% | 99,16% |
06/08/2024 | 3,77% | 0,27 CHF | 0,28 CHF | 600 000 | 200 000 | 671 593 | 223 864 | 174 365 CHF | 60 360 CHF | 99,13% | 99,13% |
02/08/2024 | 2,57% | 0,32 CHF | 0,33 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 231 354 CHF | 79 118 CHF | 96,93% | 96,93% |
31/07/2024 | 2,11% | 0,48 CHF | 0,49 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 211 176 CHF | 71 892 CHF | 39,31% | 39,31% |