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 | 6,49% | 0,14 CHF | 0,15 CHF | 750 000 | 250 000 | 750 119 | 250 040 | 112 614 CHF | 40 038 CHF | 83,84% | 83,84% |
14/08/2024 | 5,76% | 0,17 CHF | 0,18 CHF | 750 000 | 250 000 | 736 718 | 245 573 | 124 563 CHF | 43 977 CHF | 91,15% | 91,15% |
13/08/2024 | 4,10% | 0,21 CHF | 0,22 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 144 029 CHF | 50 010 CHF | 94,57% | 94,57% |
12/08/2024 | 4,94% | 0,22 CHF | 0,23 CHF | 600 000 | 200 000 | 641 520 | 213 840 | 126 370 CHF | 44 262 CHF | 83,07% | 83,07% |
09/08/2024 | 4,92% | 0,20 CHF | 0,21 CHF | 600 000 | 200 000 | 708 223 | 236 074 | 140 349 CHF | 49 144 CHF | 90,40% | 90,40% |
08/08/2024 | 4,30% | 0,20 CHF | 0,21 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 137 252 CHF | 47 751 CHF | 93,35% | 93,35% |
07/08/2024 | 4,42% | 0,18 CHF | 0,19 CHF | 750 000 | 250 000 | 614 961 | 204 987 | 136 870 CHF | 47 673 CHF | 95,35% | 95,35% |
06/08/2024 | 4,00% | 0,22 CHF | 0,23 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 147 756 CHF | 51 252 CHF | 97,48% | 97,48% |
02/08/2024 | 6,62% | 0,18 CHF | 0,19 CHF | 750 000 | 250 000 | 831 537 | 277 179 | 121 348 CHF | 43 221 CHF | 95,86% | 95,86% |
30/07/2024 | 11,82% | 0,07 CHF | 0,08 CHF | 1 000 000 | 500 000 | 1 000 000 | 497 708 | 80 097 CHF | 44 819 CHF | 90,58% | 90,58% |