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 | 6,18% | 0,16 CHF | 0,17 CHF | 750 000 | 100 000 | 750 000 | 100 000 | 117 768 CHF | 16 703 CHF | 93,48% | 93,48% |
14/08/2024 | 6,09% | 0,16 CHF | 0,17 CHF | 750 000 | 100 000 | 750 000 | 100 000 | 119 516 CHF | 16 936 CHF | 92,91% | 92,91% |
13/08/2024 | 6,41% | 0,14 CHF | 0,16 CHF | 750 000 | 100 000 | 750 000 | 100 000 | 113 357 CHF | 16 114 CHF | 98,90% | 98,90% |
12/08/2024 | 5,87% | 0,17 CHF | 0,18 CHF | 750 000 | 100 000 | 750 000 | 100 000 | 124 190 CHF | 17 559 CHF | 94,59% | 94,59% |
09/08/2024 | 5,16% | 0,19 CHF | 0,20 CHF | 750 000 | 100 000 | 750 000 | 100 000 | 141 981 CHF | 19 931 CHF | 94,02% | 94,02% |
08/08/2024 | 5,35% | 0,19 CHF | 0,20 CHF | 750 000 | 100 000 | 750 000 | 100 000 | 136 720 CHF | 19 229 CHF | 98,89% | 98,89% |
07/08/2024 | 5,22% | 0,20 CHF | 0,21 CHF | 750 000 | 100 000 | 750 000 | 100 000 | 140 345 CHF | 19 713 CHF | 98,58% | 98,58% |
06/08/2024 | 5,91% | 0,18 CHF | 0,19 CHF | 750 000 | 100 000 | 750 000 | 100 000 | 123 832 CHF | 17 511 CHF | 99,21% | 99,21% |
02/08/2024 | 3,38% | 0,30 CHF | 0,31 CHF | 750 000 | 100 000 | 750 000 | 100 000 | 219 017 CHF | 30 202 CHF | 98,31% | 98,31% |
30/07/2024 | 5,26% | 0,18 CHF | 0,19 CHF | 750 000 | 100 000 | 750 000 | 100 000 | 139 402 CHF | 19 587 CHF | 98,23% | 98,23% |