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 | 600 000 | 200 000 | 600 000 | 200 000 | 166 807 CHF | 57 602 CHF | 97,31% | 97,31% |
14/08/2024 | 3,87% | 0,26 CHF | 0,27 CHF | 600 000 | 200 000 | 680 396 | 226 799 | 172 176 CHF | 59 660 CHF | 99,05% | 99,05% |
13/08/2024 | 3,99% | 0,25 CHF | 0,26 CHF | 750 000 | 250 000 | 732 892 | 244 297 | 180 219 CHF | 62 516 CHF | 99,62% | 99,62% |
12/08/2024 | 3,99% | 0,24 CHF | 0,25 CHF | 750 000 | 250 000 | 725 984 | 241 995 | 178 378 CHF | 61 879 CHF | 99,12% | 99,12% |
09/08/2024 | 3,72% | 0,27 CHF | 0,28 CHF | 600 000 | 200 000 | 683 732 | 227 911 | 179 932 CHF | 62 256 CHF | 99,56% | 99,56% |
08/08/2024 | 4,17% | 0,24 CHF | 0,25 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 176 423 CHF | 61 308 CHF | 99,53% | 99,53% |
07/08/2024 | 4,25% | 0,24 CHF | 0,25 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 172 968 CHF | 60 156 CHF | 99,73% | 99,73% |
06/08/2024 | 4,79% | 0,20 CHF | 0,21 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 152 947 CHF | 53 483 CHF | 98,59% | 98,59% |
02/08/2024 | 3,75% | 0,25 CHF | 0,26 CHF | 750 000 | 250 000 | 702 496 | 234 165 | 183 800 CHF | 63 608 CHF | 99,35% | 99,35% |
30/07/2024 | 3,55% | 0,29 CHF | 0,30 CHF | 600 000 | 200 000 | 651 146 | 217 049 | 179 901 CHF | 62 137 CHF | 98,72% | 98,72% |