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 | 2,58% | 0,37 CHF | 0,38 CHF | 300 000 | 100 000 | 348 731 | 116 244 | 133 114 CHF | 45 534 CHF | 99,27% | 99,27% |
14/08/2024 | 2,47% | 0,39 CHF | 0,40 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 119 782 CHF | 40 927 CHF | 99,27% | 99,27% |
13/08/2024 | 2,60% | 0,39 CHF | 0,40 CHF | 300 000 | 100 000 | 381 305 | 127 102 | 144 408 CHF | 49 407 CHF | 99,09% | 99,09% |
12/08/2024 | 2,54% | 0,38 CHF | 0,39 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 116 439 CHF | 39 813 CHF | 99,27% | 99,27% |
09/08/2024 | 2,49% | 0,39 CHF | 0,40 CHF | 300 000 | 100 000 | 303 265 | 101 088 | 120 080 CHF | 41 038 CHF | 99,16% | 99,16% |
08/08/2024 | 2,66% | 0,39 CHF | 0,40 CHF | 450 000 | 150 000 | 442 851 | 147 617 | 164 402 CHF | 56 277 CHF | 99,26% | 99,26% |
07/08/2024 | 2,67% | 0,39 CHF | 0,40 CHF | 300 000 | 100 000 | 440 556 | 146 852 | 162 682 CHF | 55 696 CHF | 99,23% | 99,23% |
06/08/2024 | 2,85% | 0,35 CHF | 0,36 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 155 467 CHF | 53 322 CHF | 98,80% | 98,80% |
02/08/2024 | 2,42% | 0,36 CHF | 0,37 CHF | 450 000 | 150 000 | 328 044 | 109 348 | 133 196 CHF | 45 492 CHF | 98,28% | 98,28% |
31/07/2024 | 2,12% | 0,48 CHF | 0,49 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 139 882 CHF | 47 628 CHF | 38,89% | 38,89% |