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 | 6,59% | 0,14 CHF | 0,15 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 110 215 CHF | 39 238 CHF | 99,66% | 99,66% |
14/08/2024 | 5,82% | 0,15 CHF | 0,16 CHF | 750 000 | 250 000 | 702 956 | 234 319 | 117 137 CHF | 41 389 CHF | 99,57% | 99,57% |
13/08/2024 | 5,57% | 0,17 CHF | 0,18 CHF | 750 000 | 250 000 | 701 453 | 233 818 | 122 253 CHF | 43 089 CHF | 99,76% | 99,76% |
12/08/2024 | 5,01% | 0,20 CHF | 0,21 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 116 752 CHF | 40 918 CHF | 99,57% | 99,57% |
09/08/2024 | 4,72% | 0,19 CHF | 0,20 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 124 393 CHF | 43 464 CHF | 99,50% | 99,50% |
08/08/2024 | 4,21% | 0,21 CHF | 0,22 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 139 548 CHF | 48 516 CHF | 93,02% | 93,02% |
07/08/2024 | 3,73% | 0,25 CHF | 0,26 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 158 218 CHF | 54 739 CHF | 99,43% | 99,43% |
06/08/2024 | 3,26% | 0,28 CHF | 0,29 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 181 277 CHF | 62 426 CHF | 98,63% | 98,63% |
02/08/2024 | 5,01% | 0,20 CHF | 0,21 CHF | 750 000 | 250 000 | 744 857 | 248 286 | 145 810 CHF | 51 086 CHF | 99,18% | 99,18% |
30/07/2024 | 4,54% | 0,23 CHF | 0,24 CHF | 600 000 | 200 000 | 734 280 | 244 760 | 158 110 CHF | 55 151 CHF | 99,32% | 99,32% |