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 | 2,35% | 0,42 CHF | 0,43 CHF | 750 000 | 250 000 | 726 841 | 242 280 | 305 320 CHF | 104 196 CHF | 83,85% | 83,85% |
14/08/2024 | 2,40% | 0,41 CHF | 0,42 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 309 027 CHF | 105 509 CHF | 91,11% | 91,11% |
13/08/2024 | 2,74% | 0,38 CHF | 0,39 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 270 398 CHF | 92 633 CHF | 94,65% | 94,65% |
12/08/2024 | 2,49% | 0,38 CHF | 0,39 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 297 977 CHF | 101 826 CHF | 83,00% | 83,00% |
09/08/2024 | 2,41% | 0,40 CHF | 0,41 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 307 907 CHF | 105 136 CHF | 90,30% | 90,30% |
08/08/2024 | 2,52% | 0,42 CHF | 0,43 CHF | 600 000 | 200 000 | 658 840 | 219 613 | 258 186 CHF | 88 258 CHF | 93,22% | 93,22% |
07/08/2024 | 2,54% | 0,43 CHF | 0,44 CHF | 600 000 | 200 000 | 644 371 | 214 790 | 250 030 CHF | 85 491 CHF | 95,32% | 95,32% |
06/08/2024 | 2,56% | 0,40 CHF | 0,41 CHF | 600 000 | 200 000 | 684 336 | 228 112 | 262 985 CHF | 89 943 CHF | 97,61% | 97,61% |
02/08/2024 | 1,95% | 0,46 CHF | 0,47 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 304 553 CHF | 103 518 CHF | 95,88% | 95,88% |
30/07/2024 | 1,47% | 0,69 CHF | 0,70 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 404 755 CHF | 136 918 CHF | 90,57% | 90,57% |