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 | 3,45% | 0,26 CHF | 0,27 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 128 584 CHF | 44 361 CHF | 98,13% | 98,13% |
14/08/2024 | 3,24% | 0,24 CHF | 0,25 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 141 562 CHF | 48 687 CHF | 98,20% | 98,20% |
13/08/2024 | 2,38% | 0,41 CHF | 0,42 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 186 711 CHF | 63 737 CHF | 98,39% | 98,39% |
12/08/2024 | 2,54% | 0,42 CHF | 0,43 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 175 104 CHF | 59 868 CHF | 94,13% | 94,13% |
09/08/2024 | 2,61% | 0,36 CHF | 0,37 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 170 341 CHF | 58 280 CHF | 96,24% | 96,24% |
08/08/2024 | 2,81% | 0,37 CHF | 0,38 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 158 262 CHF | 54 254 CHF | 97,66% | 97,66% |
07/08/2024 | 2,89% | 0,38 CHF | 0,39 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 154 860 CHF | 53 120 CHF | 98,59% | 98,59% |
06/08/2024 | 3,43% | 0,29 CHF | 0,30 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 129 303 CHF | 44 601 CHF | 98,75% | 98,75% |
02/08/2024 | 2,40% | 0,35 CHF | 0,36 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 188 564 CHF | 64 355 CHF | 98,20% | 98,20% |
30/07/2024 | 1,68% | 0,60 CHF | 0,61 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 266 439 CHF | 90 313 CHF | 96,28% | 96,28% |