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 | 3,73% | 0,30 CHF | 0,31 CHF | 1 000 000 | 400 000 | 993 631 | 393 631 | 262 427 CHF | 107 762 CHF | 98,43% | 98,43% |
14/08/2024 | 3,97% | 0,24 CHF | 0,25 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 247 299 CHF | 102 919 CHF | 98,93% | 98,93% |
13/08/2024 | 4,17% | 0,24 CHF | 0,25 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 234 899 CHF | 97 960 CHF | 98,92% | 98,92% |
12/08/2024 | 3,95% | 0,24 CHF | 0,25 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 248 402 CHF | 103 361 CHF | 98,87% | 98,87% |
09/08/2024 | 3,69% | 0,25 CHF | 0,26 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 266 476 CHF | 110 590 CHF | 98,94% | 98,94% |
08/08/2024 | 4,05% | 0,25 CHF | 0,26 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 242 083 CHF | 100 833 CHF | 98,82% | 98,82% |
07/08/2024 | 3,72% | 0,26 CHF | 0,27 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 264 781 CHF | 109 912 CHF | 98,90% | 98,90% |
06/08/2024 | 4,18% | 0,23 CHF | 0,24 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 234 315 CHF | 97 726 CHF | 97,80% | 97,80% |
02/08/2024 | 4,10% | 0,23 CHF | 0,24 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 239 340 CHF | 99 736 CHF | 98,69% | 98,69% |
30/07/2024 | 2,98% | 0,33 CHF | 0,34 CHF | 900 000 | 300 000 | 900 000 | 300 000 | 297 121 CHF | 102 040 CHF | 98,73% | 98,73% |