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 | 6,18% | 0,17 CHF | 0,18 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 94 225 CHF | 33 408 CHF | 99,48% | 99,48% |
14/08/2024 | 6,64% | 0,14 CHF | 0,15 CHF | 750 000 | 250 000 | 678 568 | 226 189 | 98 711 CHF | 35 166 CHF | 99,45% | 99,45% |
13/08/2024 | 6,87% | 0,14 CHF | 0,15 CHF | 750 000 | 250 000 | 741 991 | 247 330 | 104 221 CHF | 37 214 CHF | 99,72% | 99,72% |
12/08/2024 | 7,10% | 0,14 CHF | 0,15 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 102 086 CHF | 36 529 CHF | 99,54% | 99,54% |
09/08/2024 | 5,92% | 0,14 CHF | 0,15 CHF | 750 000 | 250 000 | 710 619 | 236 873 | 116 782 CHF | 41 296 CHF | 99,53% | 99,53% |
08/08/2024 | 6,03% | 0,18 CHF | 0,19 CHF | 750 000 | 250 000 | 745 897 | 248 632 | 120 390 CHF | 42 616 CHF | 99,27% | 99,27% |
07/08/2024 | 5,87% | 0,17 CHF | 0,18 CHF | 750 000 | 250 000 | 737 156 | 245 719 | 121 853 CHF | 43 075 CHF | 99,05% | 99,05% |
06/08/2024 | 5,92% | 0,18 CHF | 0,19 CHF | 750 000 | 250 000 | 617 097 | 205 699 | 101 615 CHF | 35 929 CHF | 99,10% | 99,10% |
02/08/2024 | 6,60% | 0,18 CHF | 0,19 CHF | 750 000 | 250 000 | 730 378 | 243 459 | 108 255 CHF | 38 520 CHF | 99,28% | 99,28% |
30/07/2024 | 9,36% | 0,11 CHF | 0,12 CHF | 900 000 | 300 000 | 900 000 | 300 000 | 91 764 CHF | 33 588 CHF | 96,23% | 96,23% |