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 | 2,69% | 0,39 CHF | 0,40 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 110 526 CHF | 37 842 CHF | 99,16% | 99,16% |
14/08/2024 | 2,78% | 0,34 CHF | 0,35 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 106 629 CHF | 36 543 CHF | 96,53% | 96,53% |
13/08/2024 | 2,68% | 0,35 CHF | 0,36 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 110 572 CHF | 37 857 CHF | 99,16% | 99,16% |
12/08/2024 | 2,48% | 0,40 CHF | 0,41 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 119 325 CHF | 40 775 CHF | 99,16% | 99,16% |
09/08/2024 | 2,41% | 0,41 CHF | 0,42 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 122 942 CHF | 41 981 CHF | 99,16% | 99,16% |
08/08/2024 | 2,44% | 0,43 CHF | 0,44 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 121 727 CHF | 41 576 CHF | 98,86% | 98,86% |
07/08/2024 | 2,29% | 0,45 CHF | 0,46 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 129 354 CHF | 44 118 CHF | 99,16% | 99,16% |
06/08/2024 | 2,45% | 0,41 CHF | 0,42 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 121 967 CHF | 41 656 CHF | 99,15% | 99,15% |
02/08/2024 | 1,96% | 0,47 CHF | 0,48 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 151 705 CHF | 51 569 CHF | 94,20% | 94,20% |
31/07/2024 | 1,66% | 0,60 CHF | 0,61 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 179 494 CHF | 60 831 CHF | 39,55% | 39,55% |