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 | 2,92% | 0,38 CHF | 0,39 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 254 045 CHF | 87 182 CHF | 98,97% | 98,97% |
14/08/2024 | 3,24% | 0,30 CHF | 0,31 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 228 037 CHF | 78 512 CHF | 98,49% | 98,49% |
13/08/2024 | 3,41% | 0,29 CHF | 0,30 CHF | 900 000 | 300 000 | 885 270 | 295 090 | 254 942 CHF | 87 932 CHF | 99,11% | 99,11% |
12/08/2024 | 3,24% | 0,30 CHF | 0,31 CHF | 750 000 | 250 000 | 775 418 | 258 473 | 235 177 CHF | 80 977 CHF | 98,80% | 98,80% |
09/08/2024 | 3,35% | 0,30 CHF | 0,31 CHF | 900 000 | 300 000 | 898 557 | 299 519 | 264 099 CHF | 91 028 CHF | 99,09% | 99,09% |
08/08/2024 | 3,68% | 0,28 CHF | 0,29 CHF | 750 000 | 250 000 | 755 804 | 251 935 | 202 106 CHF | 69 888 CHF | 99,01% | 99,01% |
07/08/2024 | 3,45% | 0,28 CHF | 0,29 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 214 008 CHF | 73 836 CHF | 99,02% | 99,02% |
06/08/2024 | 3,75% | 0,26 CHF | 0,27 CHF | 750 000 | 250 000 | 848 874 | 282 958 | 222 144 CHF | 76 878 CHF | 98,32% | 98,32% |
02/08/2024 | 2,75% | 0,31 CHF | 0,32 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 270 483 CHF | 92 661 CHF | 98,63% | 98,63% |
30/07/2024 | 1,85% | 0,54 CHF | 0,55 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 321 996 CHF | 109 332 CHF | 98,94% | 98,94% |