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 | 3,72% | 0,30 CHF | 0,31 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 119 342 CHF | 41 281 CHF | 84,58% | 84,58% |
14/08/2024 | 4,57% | 0,22 CHF | 0,23 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 96 339 CHF | 33 613 CHF | 91,47% | 91,47% |
13/08/2024 | 4,90% | 0,20 CHF | 0,21 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 89 763 CHF | 31 421 CHF | 93,99% | 93,99% |
12/08/2024 | 4,89% | 0,20 CHF | 0,21 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 89 957 CHF | 31 486 CHF | 93,76% | 93,76% |
09/08/2024 | 5,11% | 0,20 CHF | 0,21 CHF | 450 000 | 150 000 | 536 341 | 178 780 | 101 984 CHF | 35 783 CHF | 96,28% | 96,28% |
08/08/2024 | 5,40% | 0,19 CHF | 0,20 CHF | 600 000 | 200 000 | 590 435 | 196 812 | 106 697 CHF | 37 534 CHF | 98,77% | 98,77% |
07/08/2024 | 7,17% | 0,15 CHF | 0,16 CHF | 600 000 | 200 000 | 608 372 | 202 791 | 82 030 CHF | 29 371 CHF | 92,21% | 92,21% |
06/08/2024 | 7,87% | 0,11 CHF | 0,12 CHF | 750 000 | 250 000 | 742 608 | 247 536 | 91 178 CHF | 32 868 CHF | 98,16% | 98,16% |
02/08/2024 | 5,35% | 0,17 CHF | 0,18 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 109 407 CHF | 38 469 CHF | 98,06% | 98,06% |
30/07/2024 | 3,33% | 0,31 CHF | 0,32 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 133 117 CHF | 45 873 CHF | 89,51% | 89,51% |