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 | 4,07% | 0,23 CHF | 0,24 CHF | 750 000 | 100 000 | 750 000 | 100 000 | 180 625 CHF | 25 083 CHF | 99,27% | 99,27% |
14/08/2024 | 3,99% | 0,25 CHF | 0,26 CHF | 750 000 | 100 000 | 750 000 | 100 000 | 184 286 CHF | 25 572 CHF | 99,27% | 99,27% |
13/08/2024 | 4,32% | 0,24 CHF | 0,25 CHF | 750 000 | 100 000 | 750 000 | 100 000 | 169 953 CHF | 23 660 CHF | 99,17% | 99,17% |
12/08/2024 | 4,40% | 0,23 CHF | 0,24 CHF | 750 000 | 100 000 | 750 000 | 100 000 | 166 804 CHF | 23 241 CHF | 99,27% | 99,27% |
09/08/2024 | 4,72% | 0,23 CHF | 0,24 CHF | 750 000 | 100 000 | 750 000 | 119 415 | 155 328 CHF | 25 784 CHF | 99,23% | 99,23% |
08/08/2024 | 5,49% | 0,19 CHF | 0,20 CHF | 750 000 | 150 000 | 750 000 | 146 128 | 133 128 CHF | 27 313 CHF | 99,26% | 99,26% |
07/08/2024 | 5,25% | 0,19 CHF | 0,20 CHF | 750 000 | 150 000 | 750 000 | 140 005 | 139 678 CHF | 27 240 CHF | 99,18% | 99,18% |
06/08/2024 | 5,79% | 0,17 CHF | 0,18 CHF | 750 000 | 150 000 | 750 000 | 150 000 | 126 573 CHF | 26 815 CHF | 98,72% | 98,72% |
02/08/2024 | 4,76% | 0,20 CHF | 0,21 CHF | 750 000 | 150 000 | 749 890 | 126 213 | 154 303 CHF | 27 044 CHF | 97,97% | 97,97% |
31/07/2024 | 3,58% | 0,28 CHF | 0,29 CHF | 750 000 | 100 000 | 750 000 | 100 000 | 205 998 CHF | 28 467 CHF | 37,90% | 37,90% |