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 | 3,71% | 0,25 CHF | 0,26 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 158 825 CHF | 54 942 CHF | 98,87% | 98,87% |
14/08/2024 | 3,36% | 0,24 CHF | 0,25 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 177 078 CHF | 61 026 CHF | 99,44% | 99,44% |
13/08/2024 | 3,01% | 0,33 CHF | 0,34 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 196 278 CHF | 67 426 CHF | 98,72% | 98,72% |
12/08/2024 | 2,85% | 0,33 CHF | 0,34 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 207 819 CHF | 71 273 CHF | 98,48% | 98,48% |
09/08/2024 | 3,05% | 0,29 CHF | 0,30 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 195 329 CHF | 67 110 CHF | 99,53% | 99,53% |
08/08/2024 | 3,17% | 0,34 CHF | 0,35 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 187 021 CHF | 64 340 CHF | 99,46% | 99,46% |
07/08/2024 | 3,11% | 0,32 CHF | 0,33 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 190 346 CHF | 65 449 CHF | 99,11% | 99,11% |
06/08/2024 | 2,88% | 0,29 CHF | 0,30 CHF | 600 000 | 200 000 | 467 346 | 155 782 | 159 281 CHF | 54 651 CHF | 99,22% | 99,22% |
02/08/2024 | 2,24% | 0,44 CHF | 0,45 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 198 924 CHF | 67 808 CHF | 99,24% | 99,24% |
30/07/2024 | 1,97% | 0,48 CHF | 0,49 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 225 897 CHF | 76 799 CHF | 99,54% | 99,54% |