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 | 3,01% | 0,32 CHF | 0,33 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 245 667 CHF | 84 389 CHF | 99,49% | 99,49% |
14/08/2024 | 2,97% | 0,31 CHF | 0,32 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 249 356 CHF | 85 619 CHF | 96,80% | 96,80% |
13/08/2024 | 2,93% | 0,34 CHF | 0,35 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 252 467 CHF | 86 656 CHF | 99,57% | 99,57% |
12/08/2024 | 2,80% | 0,34 CHF | 0,35 CHF | 750 000 | 250 000 | 690 407 | 230 136 | 242 996 CHF | 83 300 CHF | 99,63% | 99,63% |
09/08/2024 | 2,84% | 0,33 CHF | 0,34 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 260 646 CHF | 89 382 CHF | 98,67% | 98,67% |
08/08/2024 | 3,06% | 0,33 CHF | 0,34 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 241 276 CHF | 82 926 CHF | 99,05% | 99,05% |
07/08/2024 | 3,21% | 0,29 CHF | 0,30 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 229 633 CHF | 79 044 CHF | 99,35% | 99,35% |
06/08/2024 | 2,98% | 0,32 CHF | 0,33 CHF | 750 000 | 250 000 | 617 801 | 205 934 | 203 962 CHF | 70 047 CHF | 99,61% | 99,61% |
02/08/2024 | 2,85% | 0,37 CHF | 0,38 CHF | 600 000 | 200 000 | 701 283 | 233 761 | 242 356 CHF | 83 123 CHF | 99,28% | 99,28% |
30/07/2024 | 1,72% | 0,35 CHF | 0,36 CHF | 600 000 | 200 000 | 490 165 | 163 388 | 286 376 CHF | 97 093 CHF | 97,80% | 97,80% |