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 | 2,71% | 0,42 CHF | 0,43 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 110 383 CHF | 37 794 CHF | 96,65% | 96,65% |
14/08/2024 | 3,24% | 0,32 CHF | 0,33 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 91 452 CHF | 31 484 CHF | 98,14% | 98,14% |
13/08/2024 | 3,64% | 0,27 CHF | 0,28 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 80 878 CHF | 27 959 CHF | 99,04% | 99,04% |
12/08/2024 | 3,43% | 0,28 CHF | 0,29 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 85 984 CHF | 29 661 CHF | 97,14% | 97,14% |
09/08/2024 | 3,38% | 0,29 CHF | 0,30 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 87 433 CHF | 30 144 CHF | 98,18% | 98,18% |
08/08/2024 | 3,18% | 0,31 CHF | 0,32 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 92 821 CHF | 31 940 CHF | 99,15% | 99,15% |
07/08/2024 | 2,77% | 0,39 CHF | 0,40 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 107 092 CHF | 36 697 CHF | 99,14% | 99,14% |
06/08/2024 | 3,00% | 0,35 CHF | 0,36 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 98 791 CHF | 33 930 CHF | 99,11% | 99,11% |
02/08/2024 | 2,31% | 0,38 CHF | 0,39 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 128 921 CHF | 43 974 CHF | 98,91% | 98,91% |
30/07/2024 | 1,33% | 0,77 CHF | 0,78 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 224 730 CHF | 75 910 CHF | 98,38% | 98,38% |