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 | 2,24% | 0,53 CHF | 0,54 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 133 310 CHF | 45 437 CHF | 99,48% | 99,48% |
14/08/2024 | 2,25% | 0,41 CHF | 0,42 CHF | 300 000 | 100 000 | 309 065 | 103 022 | 135 907 CHF | 46 333 CHF | 99,52% | 99,52% |
13/08/2024 | 2,33% | 0,41 CHF | 0,42 CHF | 450 000 | 150 000 | 447 811 | 149 270 | 190 356 CHF | 64 945 CHF | 99,61% | 99,61% |
12/08/2024 | 2,19% | 0,43 CHF | 0,44 CHF | 450 000 | 150 000 | 335 387 | 111 796 | 150 725 CHF | 51 360 CHF | 99,55% | 99,55% |
09/08/2024 | 2,20% | 0,43 CHF | 0,44 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 202 538 CHF | 69 013 CHF | 99,37% | 99,37% |
08/08/2024 | 2,84% | 0,41 CHF | 0,42 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 157 521 CHF | 54 007 CHF | 99,57% | 99,57% |
07/08/2024 | 2,43% | 0,40 CHF | 0,41 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 183 070 CHF | 62 523 CHF | 98,99% | 98,99% |
06/08/2024 | 2,56% | 0,37 CHF | 0,38 CHF | 450 000 | 150 000 | 342 294 | 114 098 | 135 682 CHF | 46 368 CHF | 89,41% | 89,41% |
02/08/2024 | 2,53% | 0,36 CHF | 0,37 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 176 591 CHF | 60 364 CHF | 99,28% | 99,28% |
30/07/2024 | 1,66% | 0,57 CHF | 0,58 CHF | 300 000 | 100 000 | 313 745 | 104 582 | 187 732 CHF | 63 623 CHF | 99,53% | 99,53% |