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 | 3,11% | 0,33 CHF | 0,34 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 79 146 CHF | 32 658 CHF | 99,15% | 99,15% |
14/08/2024 | 3,17% | 0,32 CHF | 0,33 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 77 620 CHF | 32 048 CHF | 97,65% | 97,65% |
13/08/2024 | 3,30% | 0,30 CHF | 0,31 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 74 502 CHF | 30 801 CHF | 99,17% | 99,17% |
12/08/2024 | 3,07% | 0,32 CHF | 0,33 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 80 102 CHF | 33 041 CHF | 99,15% | 99,15% |
09/08/2024 | 3,02% | 0,33 CHF | 0,34 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 81 470 CHF | 33 588 CHF | 99,17% | 99,17% |
08/08/2024 | 3,17% | 0,32 CHF | 0,33 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 77 526 CHF | 32 010 CHF | 99,16% | 99,16% |
07/08/2024 | 3,06% | 0,33 CHF | 0,34 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 80 500 CHF | 33 200 CHF | 99,17% | 99,17% |
06/08/2024 | 3,37% | 0,30 CHF | 0,31 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 73 062 CHF | 30 225 CHF | 99,17% | 99,17% |
02/08/2024 | 2,88% | 0,33 CHF | 0,34 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 85 684 CHF | 35 273 CHF | 97,59% | 97,59% |
31/07/2024 | 2,54% | 0,39 CHF | 0,40 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 97 133 CHF | 39 853 CHF | 37,89% | 37,89% |