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 | 7,42% | 0,11 CHF | 0,12 CHF | 600 000 | 150 000 | 600 000 | 150 000 | 78 047 CHF | 21 012 CHF | 99,16% | 99,16% |
14/08/2024 | 6,61% | 0,16 CHF | 0,17 CHF | 600 000 | 150 000 | 600 000 | 150 000 | 88 205 CHF | 23 551 CHF | 96,57% | 96,57% |
13/08/2024 | 6,30% | 0,13 CHF | 0,14 CHF | 600 000 | 150 000 | 600 458 | 150 000 | 93 942 CHF | 25 052 CHF | 99,16% | 99,16% |
12/08/2024 | 4,65% | 0,20 CHF | 0,21 CHF | 600 000 | 150 000 | 545 363 | 150 000 | 114 337 CHF | 33 019 CHF | 99,16% | 99,16% |
09/08/2024 | 4,01% | 0,23 CHF | 0,24 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 110 340 CHF | 38 280 CHF | 99,16% | 99,16% |
08/08/2024 | 4,14% | 0,26 CHF | 0,27 CHF | 450 000 | 150 000 | 487 712 | 150 000 | 115 226 CHF | 37 185 CHF | 99,16% | 99,16% |
07/08/2024 | 3,52% | 0,28 CHF | 0,29 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 125 882 CHF | 43 461 CHF | 99,16% | 99,16% |
06/08/2024 | 4,01% | 0,23 CHF | 0,24 CHF | 600 000 | 150 000 | 480 750 | 150 000 | 117 249 CHF | 38 212 CHF | 99,15% | 99,15% |
02/08/2024 | 4,38% | 0,24 CHF | 0,25 CHF | 450 000 | 150 000 | 580 823 | 150 000 | 129 670 CHF | 35 070 CHF | 96,88% | 96,88% |
31/07/2024 | 4,11% | 0,23 CHF | 0,24 CHF | 600 000 | 150 000 | 524 271 | 150 000 | 124 627 CHF | 37 241 CHF | 39,30% | 39,30% |