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 | 3,51% | 0,29 CHF | 0,30 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 210 097 CHF | 72 532 CHF | 99,59% | 99,59% |
14/08/2024 | 3,75% | 0,26 CHF | 0,27 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 196 364 CHF | 67 955 CHF | 99,26% | 99,26% |
13/08/2024 | 3,57% | 0,26 CHF | 0,27 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 206 689 CHF | 71 396 CHF | 99,76% | 99,76% |
12/08/2024 | 3,38% | 0,28 CHF | 0,29 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 218 321 CHF | 75 274 CHF | 99,47% | 99,47% |
09/08/2024 | 3,57% | 0,28 CHF | 0,29 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 206 336 CHF | 71 279 CHF | 99,48% | 99,48% |
08/08/2024 | 4,00% | 0,26 CHF | 0,27 CHF | 750 000 | 250 000 | 879 433 | 293 144 | 215 350 CHF | 74 715 CHF | 99,45% | 99,45% |
07/08/2024 | 4,22% | 0,25 CHF | 0,26 CHF | 750 000 | 250 000 | 897 599 | 299 200 | 208 684 CHF | 72 553 CHF | 99,55% | 99,55% |
06/08/2024 | 4,05% | 0,23 CHF | 0,24 CHF | 900 000 | 300 000 | 701 590 | 233 863 | 169 758 CHF | 58 925 CHF | 99,56% | 99,56% |
02/08/2024 | 3,89% | 0,25 CHF | 0,26 CHF | 900 000 | 300 000 | 790 473 | 263 491 | 199 474 CHF | 69 126 CHF | 99,26% | 99,26% |
30/07/2024 | 4,02% | 0,26 CHF | 0,27 CHF | 750 000 | 250 000 | 897 272 | 299 091 | 218 611 CHF | 75 861 CHF | 99,18% | 99,18% |