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 | 2,59% | 0,38 CHF | 0,39 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 285 512 CHF | 97 671 CHF | 87,49% | 87,49% |
14/08/2024 | 2,68% | 0,38 CHF | 0,39 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 276 506 CHF | 94 669 CHF | 89,25% | 89,25% |
13/08/2024 | 2,90% | 0,36 CHF | 0,37 CHF | 750 000 | 250 000 | 862 096 | 287 365 | 293 113 CHF | 100 578 CHF | 90,07% | 90,07% |
12/08/2024 | 2,93% | 0,33 CHF | 0,34 CHF | 900 000 | 300 000 | 887 912 | 295 971 | 298 820 CHF | 102 566 CHF | 89,88% | 89,88% |
09/08/2024 | 2,86% | 0,34 CHF | 0,35 CHF | 900 000 | 300 000 | 898 206 | 299 402 | 309 667 CHF | 106 216 CHF | 84,81% | 84,81% |
08/08/2024 | 2,94% | 0,34 CHF | 0,35 CHF | 750 000 | 250 000 | 756 748 | 252 249 | 254 090 CHF | 87 219 CHF | 97,32% | 97,32% |
07/08/2024 | 2,96% | 0,34 CHF | 0,35 CHF | 750 000 | 250 000 | 800 457 | 266 819 | 266 405 CHF | 91 470 CHF | 96,86% | 96,86% |
06/08/2024 | 2,99% | 0,32 CHF | 0,33 CHF | 900 000 | 300 000 | 856 514 | 285 505 | 282 204 CHF | 96 923 CHF | 97,31% | 97,31% |
02/08/2024 | 2,66% | 0,36 CHF | 0,37 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 278 346 CHF | 95 282 CHF | 98,34% | 98,34% |
30/07/2024 | 2,41% | 0,42 CHF | 0,43 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 307 467 CHF | 104 989 CHF | 98,02% | 98,02% |