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 | 2,59% | 0,40 CHF | 0,41 CHF | 600 000 | 200 000 | 711 879 | 237 293 | 270 994 CHF | 92 704 CHF | 99,46% | 99,46% |
14/08/2024 | 2,73% | 0,36 CHF | 0,37 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 271 311 CHF | 92 937 CHF | 99,45% | 99,45% |
13/08/2024 | 2,65% | 0,36 CHF | 0,37 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 279 537 CHF | 95 679 CHF | 99,40% | 99,40% |
12/08/2024 | 2,56% | 0,39 CHF | 0,40 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 289 153 CHF | 98 884 CHF | 99,37% | 99,37% |
09/08/2024 | 2,67% | 0,37 CHF | 0,38 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 277 630 CHF | 95 043 CHF | 99,36% | 99,36% |
08/08/2024 | 2,82% | 0,36 CHF | 0,37 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 261 918 CHF | 89 806 CHF | 99,32% | 99,32% |
07/08/2024 | 2,91% | 0,36 CHF | 0,37 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 254 565 CHF | 87 355 CHF | 99,33% | 99,33% |
06/08/2024 | 3,27% | 0,31 CHF | 0,32 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 225 878 CHF | 77 793 CHF | 97,99% | 97,99% |
02/08/2024 | 2,54% | 0,37 CHF | 0,38 CHF | 750 000 | 250 000 | 675 812 | 225 271 | 262 655 CHF | 89 804 CHF | 99,01% | 99,01% |
30/07/2024 | 2,46% | 0,41 CHF | 0,42 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 241 166 CHF | 82 389 CHF | 99,38% | 99,38% |