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 | 4,87% | 0,20 CHF | 0,21 CHF | 900 000 | 300 000 | 908 076 | 308 076 | 181 996 CHF | 64 823 CHF | 87,50% | 87,50% |
14/08/2024 | 5,13% | 0,20 CHF | 0,21 CHF | 900 000 | 300 000 | 998 123 | 398 123 | 189 750 CHF | 79 656 CHF | 89,20% | 89,20% |
13/08/2024 | 5,67% | 0,18 CHF | 0,19 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 171 525 CHF | 72 610 CHF | 90,20% | 90,20% |
12/08/2024 | 5,78% | 0,16 CHF | 0,17 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 168 444 CHF | 71 378 CHF | 89,67% | 89,67% |
09/08/2024 | 5,55% | 0,17 CHF | 0,18 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 175 244 CHF | 74 098 CHF | 84,85% | 84,85% |
08/08/2024 | 5,69% | 0,17 CHF | 0,18 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 170 768 CHF | 72 307 CHF | 97,38% | 97,38% |
07/08/2024 | 5,78% | 0,17 CHF | 0,18 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 168 200 CHF | 71 280 CHF | 96,81% | 96,81% |
06/08/2024 | 5,80% | 0,16 CHF | 0,17 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 167 899 CHF | 71 160 CHF | 97,61% | 97,61% |
02/08/2024 | 4,80% | 0,20 CHF | 0,21 CHF | 900 000 | 300 000 | 915 335 | 315 335 | 186 322 CHF | 67 190 CHF | 98,42% | 98,42% |
30/07/2024 | 4,22% | 0,24 CHF | 0,25 CHF | 900 000 | 300 000 | 900 968 | 300 968 | 208 976 CHF | 72 803 CHF | 98,01% | 98,01% |