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 | 4,85% | 0,20 CHF | 0,21 CHF | 900 000 | 300 000 | 900 000 | 300 000 | 181 043 CHF | 63 348 CHF | 88,73% | 88,73% |
14/08/2024 | 4,44% | 0,20 CHF | 0,21 CHF | 900 000 | 300 000 | 904 711 | 304 711 | 201 662 CHF | 70 852 CHF | 96,74% | 96,74% |
13/08/2024 | 3,88% | 0,26 CHF | 0,27 CHF | 900 000 | 300 000 | 900 000 | 300 000 | 227 653 CHF | 78 884 CHF | 96,50% | 96,50% |
12/08/2024 | 3,90% | 0,25 CHF | 0,26 CHF | 900 000 | 300 000 | 900 000 | 300 000 | 226 051 CHF | 78 350 CHF | 95,65% | 95,65% |
09/08/2024 | 4,05% | 0,24 CHF | 0,25 CHF | 900 000 | 300 000 | 900 000 | 300 000 | 217 892 CHF | 75 631 CHF | 93,80% | 93,80% |
08/08/2024 | 4,13% | 0,24 CHF | 0,25 CHF | 750 000 | 250 000 | 805 419 | 268 473 | 190 903 CHF | 66 319 CHF | 97,39% | 97,39% |
07/08/2024 | 4,54% | 0,24 CHF | 0,25 CHF | 750 000 | 250 000 | 898 820 | 299 607 | 194 323 CHF | 67 771 CHF | 98,28% | 98,28% |
06/08/2024 | 4,88% | 0,21 CHF | 0,22 CHF | 900 000 | 300 000 | 900 000 | 300 000 | 180 222 CHF | 63 074 CHF | 97,82% | 97,82% |
02/08/2024 | 3,20% | 0,29 CHF | 0,30 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 231 019 CHF | 79 506 CHF | 98,79% | 98,79% |
30/07/2024 | 2,63% | 0,38 CHF | 0,39 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 281 779 CHF | 96 427 CHF | 92,45% | 92,45% |