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 | 5,61% | 0,16 CHF | 0,17 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 130 176 CHF | 45 892 CHF | 99,16% | 99,16% |
14/08/2024 | 5,25% | 0,19 CHF | 0,20 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 139 483 CHF | 48 994 CHF | 96,56% | 96,56% |
13/08/2024 | 5,11% | 0,18 CHF | 0,19 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 143 850 CHF | 50 450 CHF | 99,16% | 99,16% |
12/08/2024 | 4,23% | 0,23 CHF | 0,24 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 173 659 CHF | 60 386 CHF | 99,16% | 99,16% |
09/08/2024 | 3,85% | 0,25 CHF | 0,26 CHF | 750 000 | 250 000 | 685 972 | 228 657 | 174 554 CHF | 60 471 CHF | 99,17% | 99,17% |
08/08/2024 | 3,86% | 0,27 CHF | 0,28 CHF | 600 000 | 200 000 | 700 015 | 233 338 | 177 427 CHF | 61 476 CHF | 99,16% | 99,16% |
07/08/2024 | 3,50% | 0,28 CHF | 0,29 CHF | 600 000 | 200 000 | 619 980 | 206 660 | 174 055 CHF | 60 085 CHF | 99,16% | 99,16% |
06/08/2024 | 3,68% | 0,25 CHF | 0,26 CHF | 750 000 | 250 000 | 724 646 | 241 549 | 193 058 CHF | 66 768 CHF | 99,16% | 99,16% |
02/08/2024 | 4,09% | 0,26 CHF | 0,27 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 180 021 CHF | 62 507 CHF | 96,89% | 96,89% |
31/07/2024 | 3,99% | 0,24 CHF | 0,25 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 184 482 CHF | 63 994 CHF | 39,30% | 39,30% |