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 | 4,54% | 0,24 CHF | 0,25 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 162 402 CHF | 56 634 CHF | 99,01% | 99,01% |
14/08/2024 | 5,13% | 0,19 CHF | 0,20 CHF | 900 000 | 300 000 | 898 697 | 299 566 | 170 691 CHF | 59 893 CHF | 98,44% | 98,44% |
13/08/2024 | 5,48% | 0,18 CHF | 0,19 CHF | 900 000 | 300 000 | 900 000 | 300 000 | 159 781 CHF | 56 260 CHF | 99,31% | 99,31% |
12/08/2024 | 5,22% | 0,18 CHF | 0,19 CHF | 900 000 | 300 000 | 900 000 | 300 000 | 168 249 CHF | 59 083 CHF | 98,71% | 98,71% |
09/08/2024 | 4,82% | 0,20 CHF | 0,21 CHF | 900 000 | 300 000 | 820 263 | 273 421 | 165 784 CHF | 57 996 CHF | 99,13% | 99,13% |
08/08/2024 | 4,84% | 0,20 CHF | 0,21 CHF | 750 000 | 250 000 | 750 733 | 250 244 | 151 345 CHF | 52 951 CHF | 99,19% | 99,19% |
07/08/2024 | 4,62% | 0,21 CHF | 0,22 CHF | 750 000 | 250 000 | 755 079 | 251 693 | 159 964 CHF | 55 838 CHF | 98,98% | 98,98% |
06/08/2024 | 5,38% | 0,18 CHF | 0,19 CHF | 900 000 | 300 000 | 893 414 | 297 805 | 161 690 CHF | 56 875 CHF | 90,82% | 90,82% |
02/08/2024 | 3,95% | 0,24 CHF | 0,25 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 186 378 CHF | 64 626 CHF | 99,08% | 99,08% |
30/07/2024 | 2,66% | 0,37 CHF | 0,38 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 222 915 CHF | 76 305 CHF | 99,09% | 99,09% |