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 | 3,93% | 0,24 CHF | 0,25 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 112 404 CHF | 38 968 CHF | 99,15% | 99,15% |
14/08/2024 | 3,67% | 0,24 CHF | 0,25 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 121 456 CHF | 41 985 CHF | 96,57% | 96,57% |
13/08/2024 | 3,10% | 0,33 CHF | 0,34 CHF | 450 000 | 150 000 | 450 000 | 149 882 | 143 335 CHF | 49 240 CHF | 99,16% | 99,16% |
12/08/2024 | 2,77% | 0,35 CHF | 0,36 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 160 098 CHF | 54 866 CHF | 99,16% | 99,16% |
09/08/2024 | 2,78% | 0,35 CHF | 0,36 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 159 800 CHF | 54 767 CHF | 99,16% | 99,16% |
08/08/2024 | 2,71% | 0,38 CHF | 0,39 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 163 863 CHF | 56 121 CHF | 99,16% | 99,16% |
07/08/2024 | 2,73% | 0,38 CHF | 0,39 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 162 594 CHF | 55 698 CHF | 99,16% | 99,16% |
06/08/2024 | 2,92% | 0,35 CHF | 0,36 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 152 090 CHF | 52 197 CHF | 99,15% | 99,15% |
02/08/2024 | 2,52% | 0,43 CHF | 0,44 CHF | 300 000 | 100 000 | 409 522 | 136 507 | 159 818 CHF | 54 638 CHF | 96,95% | 96,95% |
31/07/2024 | 2,45% | 0,40 CHF | 0,41 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 181 765 CHF | 62 088 CHF | 39,31% | 39,31% |