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 | 3,10% | 0,34 CHF | 0,35 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 143 326 CHF | 49 275 CHF | 99,15% | 99,15% |
14/08/2024 | 3,01% | 0,33 CHF | 0,34 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 147 108 CHF | 50 536 CHF | 96,51% | 96,51% |
13/08/2024 | 3,11% | 0,32 CHF | 0,33 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 142 378 CHF | 48 959 CHF | 99,16% | 99,16% |
12/08/2024 | 2,80% | 0,35 CHF | 0,36 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 158 259 CHF | 54 253 CHF | 99,16% | 99,16% |
09/08/2024 | 2,66% | 0,36 CHF | 0,37 CHF | 450 000 | 150 000 | 417 843 | 139 281 | 154 974 CHF | 53 051 CHF | 99,16% | 99,16% |
08/08/2024 | 2,39% | 0,39 CHF | 0,40 CHF | 300 000 | 100 000 | 323 432 | 107 811 | 133 068 CHF | 45 434 CHF | 98,85% | 98,85% |
07/08/2024 | 2,16% | 0,46 CHF | 0,47 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 137 250 CHF | 46 750 CHF | 99,16% | 99,16% |
06/08/2024 | 2,22% | 0,45 CHF | 0,46 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 133 810 CHF | 45 603 CHF | 99,15% | 99,15% |
02/08/2024 | 2,77% | 0,33 CHF | 0,34 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 160 395 CHF | 54 965 CHF | 94,19% | 94,19% |
31/07/2024 | 2,27% | 0,44 CHF | 0,45 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 131 172 CHF | 44 724 CHF | 39,52% | 39,52% |