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 | 3,78% | 0,26 CHF | 0,27 CHF | 900 000 | 300 000 | 900 000 | 300 000 | 233 827 CHF | 80 943 CHF | 83,60% | 83,60% |
14/08/2024 | 3,82% | 0,25 CHF | 0,26 CHF | 900 000 | 300 000 | 900 000 | 300 000 | 231 118 CHF | 80 039 CHF | 91,10% | 91,10% |
13/08/2024 | 4,42% | 0,24 CHF | 0,25 CHF | 900 000 | 300 000 | 983 941 | 383 941 | 217 857 CHF | 88 744 CHF | 94,56% | 94,56% |
12/08/2024 | 3,95% | 0,23 CHF | 0,24 CHF | 900 000 | 300 000 | 900 000 | 300 000 | 223 442 CHF | 77 481 CHF | 83,11% | 83,11% |
09/08/2024 | 3,77% | 0,25 CHF | 0,26 CHF | 900 000 | 300 000 | 900 000 | 300 000 | 234 899 CHF | 81 300 CHF | 90,33% | 90,33% |
08/08/2024 | 3,94% | 0,27 CHF | 0,28 CHF | 900 000 | 300 000 | 900 000 | 300 000 | 224 236 CHF | 77 745 CHF | 93,26% | 93,26% |
07/08/2024 | 4,04% | 0,27 CHF | 0,28 CHF | 750 000 | 250 000 | 880 188 | 293 396 | 213 363 CHF | 74 055 CHF | 95,33% | 95,33% |
06/08/2024 | 4,03% | 0,25 CHF | 0,26 CHF | 900 000 | 300 000 | 897 385 | 299 128 | 218 729 CHF | 75 901 CHF | 97,63% | 97,63% |
02/08/2024 | 2,94% | 0,30 CHF | 0,31 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 251 579 CHF | 86 360 CHF | 95,87% | 95,87% |
30/07/2024 | 2,13% | 0,48 CHF | 0,49 CHF | 600 000 | 200 000 | 647 029 | 215 676 | 300 577 CHF | 102 349 CHF | 90,55% | 90,55% |