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 | 6,25% | 0,15 CHF | 0,16 CHF | 900 000 | 300 000 | 788 752 | 262 917 | 122 106 CHF | 43 331 CHF | 99,42% | 99,42% |
14/08/2024 | 6,13% | 0,15 CHF | 0,16 CHF | 750 000 | 250 000 | 766 202 | 255 401 | 121 043 CHF | 42 902 CHF | 99,42% | 99,42% |
13/08/2024 | 5,77% | 0,15 CHF | 0,16 CHF | 900 000 | 300 000 | 774 929 | 258 310 | 130 574 CHF | 46 108 CHF | 99,42% | 99,42% |
12/08/2024 | 5,26% | 0,17 CHF | 0,18 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 139 198 CHF | 48 899 CHF | 99,34% | 99,34% |
09/08/2024 | 5,12% | 0,19 CHF | 0,20 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 142 898 CHF | 50 133 CHF | 99,43% | 99,43% |
08/08/2024 | 5,10% | 0,19 CHF | 0,20 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 143 318 CHF | 50 273 CHF | 95,06% | 95,06% |
07/08/2024 | 5,39% | 0,19 CHF | 0,20 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 135 451 CHF | 47 650 CHF | 99,31% | 99,31% |
06/08/2024 | 4,45% | 0,19 CHF | 0,20 CHF | 750 000 | 250 000 | 617 460 | 205 820 | 135 604 CHF | 47 260 CHF | 99,36% | 99,36% |
02/08/2024 | 5,18% | 0,22 CHF | 0,23 CHF | 750 000 | 250 000 | 741 032 | 247 011 | 140 248 CHF | 49 219 CHF | 98,98% | 98,98% |
30/07/2024 | 6,32% | 0,17 CHF | 0,18 CHF | 750 000 | 250 000 | 895 089 | 298 363 | 137 417 CHF | 48 789 CHF | 99,38% | 99,38% |