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 | 3,37% | 0,28 CHF | 0,29 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 131 413 CHF | 45 305 CHF | 97,87% | 97,87% |
14/08/2024 | 3,17% | 0,30 CHF | 0,31 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 140 011 CHF | 48 170 CHF | 99,20% | 99,20% |
13/08/2024 | 3,76% | 0,28 CHF | 0,29 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 117 421 CHF | 40 640 CHF | 99,44% | 99,44% |
12/08/2024 | 2,96% | 0,28 CHF | 0,29 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 150 556 CHF | 51 685 CHF | 99,31% | 99,31% |
09/08/2024 | 2,70% | 0,37 CHF | 0,38 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 164 653 CHF | 56 384 CHF | 99,59% | 99,59% |
08/08/2024 | 2,97% | 0,37 CHF | 0,38 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 149 727 CHF | 51 409 CHF | 99,35% | 99,35% |
07/08/2024 | 2,81% | 0,38 CHF | 0,39 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 158 163 CHF | 54 221 CHF | 99,34% | 99,34% |
06/08/2024 | 2,54% | 0,36 CHF | 0,37 CHF | 450 000 | 150 000 | 350 375 | 116 792 | 135 897 CHF | 46 467 CHF | 99,13% | 99,13% |
02/08/2024 | 2,53% | 0,39 CHF | 0,40 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 176 349 CHF | 60 283 CHF | 97,98% | 99,24% |
30/07/2024 | 4,02% | 0,25 CHF | 0,26 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 146 309 CHF | 50 770 CHF | 98,81% | 98,81% |