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 | 4,93% | 0,20 CHF | 0,21 CHF | 750 000 | 250 000 | 864 678 | 288 226 | 171 023 CHF | 59 890 CHF | 94,80% | 94,80% |
14/08/2024 | 5,16% | 0,18 CHF | 0,19 CHF | 900 000 | 300 000 | 899 553 | 299 851 | 170 274 CHF | 59 757 CHF | 99,15% | 99,15% |
13/08/2024 | 5,58% | 0,19 CHF | 0,20 CHF | 900 000 | 300 000 | 900 000 | 300 000 | 156 911 CHF | 55 304 CHF | 99,27% | 99,27% |
12/08/2024 | 5,22% | 0,18 CHF | 0,19 CHF | 900 000 | 300 000 | 900 000 | 300 000 | 168 202 CHF | 59 067 CHF | 98,65% | 98,65% |
09/08/2024 | 3,77% | 0,19 CHF | 0,20 CHF | 900 000 | 300 000 | 769 915 | 256 638 | 201 695 CHF | 69 798 CHF | 99,21% | 99,21% |
08/08/2024 | 4,14% | 0,27 CHF | 0,28 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 177 697 CHF | 61 732 CHF | 98,31% | 98,31% |
07/08/2024 | 4,04% | 0,24 CHF | 0,25 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 182 079 CHF | 63 193 CHF | 94,05% | 94,05% |
06/08/2024 | 3,60% | 0,26 CHF | 0,27 CHF | 750 000 | 250 000 | 616 739 | 205 580 | 168 404 CHF | 58 190 CHF | 98,80% | 98,80% |
02/08/2024 | 3,39% | 0,29 CHF | 0,30 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 217 823 CHF | 75 108 CHF | 95,57% | 95,57% |
30/07/2024 | 3,15% | 0,32 CHF | 0,33 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 234 415 CHF | 80 638 CHF | 97,09% | 97,09% |