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 | 3,54% | 0,29 CHF | 0,30 CHF | 750 000 | 200 000 | 750 000 | 200 000 | 208 723 CHF | 57 660 CHF | 99,16% | 99,16% |
14/08/2024 | 3,57% | 0,27 CHF | 0,28 CHF | 750 000 | 200 000 | 750 000 | 200 000 | 206 133 CHF | 56 969 CHF | 96,53% | 96,53% |
13/08/2024 | 3,47% | 0,29 CHF | 0,30 CHF | 750 000 | 200 000 | 750 000 | 200 000 | 212 865 CHF | 58 764 CHF | 99,16% | 99,16% |
12/08/2024 | 3,35% | 0,29 CHF | 0,30 CHF | 750 000 | 200 000 | 750 000 | 200 000 | 220 194 CHF | 60 718 CHF | 99,17% | 99,17% |
09/08/2024 | 3,13% | 0,31 CHF | 0,32 CHF | 750 000 | 200 000 | 750 000 | 200 000 | 236 682 CHF | 65 115 CHF | 99,17% | 99,17% |
08/08/2024 | 3,33% | 0,30 CHF | 0,31 CHF | 750 000 | 200 000 | 750 000 | 200 000 | 221 327 CHF | 61 021 CHF | 98,84% | 98,84% |
07/08/2024 | 3,14% | 0,32 CHF | 0,33 CHF | 750 000 | 200 000 | 750 000 | 200 000 | 235 630 CHF | 64 835 CHF | 99,16% | 99,16% |
06/08/2024 | 3,74% | 0,27 CHF | 0,28 CHF | 750 000 | 200 000 | 750 000 | 200 000 | 197 135 CHF | 54 569 CHF | 99,15% | 99,15% |
02/08/2024 | 3,04% | 0,31 CHF | 0,32 CHF | 750 000 | 200 000 | 749 941 | 200 000 | 242 917 CHF | 66 784 CHF | 93,93% | 93,93% |
31/07/2024 | 2,43% | 0,41 CHF | 0,42 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 243 890 CHF | 83 297 CHF | 39,53% | 39,53% |