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 | 2,06% | 0,46 CHF | 0,47 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 288 928 CHF | 98 309 CHF | 99,40% | 99,40% |
14/08/2024 | 1,91% | 0,51 CHF | 0,52 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 311 503 CHF | 105 834 CHF | 99,60% | 99,60% |
13/08/2024 | 2,00% | 0,50 CHF | 0,51 CHF | 600 000 | 200 000 | 626 326 | 208 775 | 310 007 CHF | 105 423 CHF | 99,22% | 99,22% |
12/08/2024 | 2,17% | 0,45 CHF | 0,46 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 341 496 CHF | 116 332 CHF | 98,81% | 98,81% |
09/08/2024 | 2,20% | 0,46 CHF | 0,47 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 336 977 CHF | 114 826 CHF | 98,54% | 98,54% |
08/08/2024 | 2,04% | 0,47 CHF | 0,48 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 292 084 CHF | 99 361 CHF | 99,17% | 99,17% |
07/08/2024 | 2,08% | 0,47 CHF | 0,48 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 286 049 CHF | 97 350 CHF | 98,55% | 98,55% |
06/08/2024 | 1,91% | 0,51 CHF | 0,52 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 312 024 CHF | 106 008 CHF | 98,36% | 98,36% |
02/08/2024 | 1,95% | 0,55 CHF | 0,56 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 305 468 CHF | 103 823 CHF | 99,13% | 99,13% |
30/07/2024 | 2,41% | 0,40 CHF | 0,41 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 306 995 CHF | 104 832 CHF | 98,33% | 98,33% |