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 | 4,76% | 0,24 CHF | 0,25 CHF | 900 000 | 300 000 | 966 830 | 366 830 | 198 952 CHF | 78 635 CHF | 99,02% | 99,02% |
14/08/2024 | 5,33% | 0,18 CHF | 0,19 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 182 687 CHF | 77 075 CHF | 98,54% | 98,54% |
13/08/2024 | 5,61% | 0,18 CHF | 0,19 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 173 295 CHF | 73 318 CHF | 99,16% | 99,16% |
12/08/2024 | 5,26% | 0,18 CHF | 0,19 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 185 328 CHF | 78 131 CHF | 98,74% | 98,74% |
09/08/2024 | 5,43% | 0,19 CHF | 0,20 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 179 332 CHF | 75 733 CHF | 99,09% | 99,09% |
08/08/2024 | 6,03% | 0,17 CHF | 0,18 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 161 228 CHF | 68 491 CHF | 99,05% | 99,05% |
07/08/2024 | 5,54% | 0,17 CHF | 0,18 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 175 707 CHF | 74 283 CHF | 99,05% | 99,05% |
06/08/2024 | 5,91% | 0,16 CHF | 0,17 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 165 000 CHF | 70 000 CHF | 98,31% | 98,31% |
02/08/2024 | 4,19% | 0,19 CHF | 0,20 CHF | 1 000 000 | 400 000 | 902 389 | 302 389 | 212 446 CHF | 74 152 CHF | 98,68% | 98,68% |
30/07/2024 | 2,62% | 0,38 CHF | 0,39 CHF | 600 000 | 200 000 | 715 853 | 238 618 | 269 331 CHF | 92 163 CHF | 98,92% | 98,92% |