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 | 3,20% | 0,34 CHF | 0,35 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 231 732 CHF | 79 744 CHF | 97,36% | 97,36% |
14/08/2024 | 3,22% | 0,30 CHF | 0,31 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 229 088 CHF | 78 863 CHF | 99,00% | 99,00% |
13/08/2024 | 3,33% | 0,30 CHF | 0,31 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 221 550 CHF | 76 350 CHF | 99,10% | 99,10% |
12/08/2024 | 3,51% | 0,28 CHF | 0,29 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 210 041 CHF | 72 514 CHF | 99,18% | 99,18% |
09/08/2024 | 3,44% | 0,28 CHF | 0,29 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 214 565 CHF | 74 022 CHF | 99,05% | 99,05% |
08/08/2024 | 3,53% | 0,31 CHF | 0,32 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 210 230 CHF | 72 577 CHF | 98,58% | 98,58% |
07/08/2024 | 3,51% | 0,27 CHF | 0,28 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 210 814 CHF | 72 771 CHF | 99,16% | 99,16% |
06/08/2024 | 3,67% | 0,27 CHF | 0,28 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 200 770 CHF | 69 423 CHF | 98,38% | 98,38% |
02/08/2024 | 2,93% | 0,31 CHF | 0,32 CHF | 750 000 | 250 000 | 733 558 | 244 519 | 247 078 CHF | 84 805 CHF | 99,01% | 99,01% |
30/07/2024 | 2,09% | 0,46 CHF | 0,47 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 283 552 CHF | 96 517 CHF | 98,82% | 98,82% |