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 | 2,83% | 0,36 CHF | 0,37 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 208 807 CHF | 71 602 CHF | 92,06% | 92,06% |
14/08/2024 | 2,98% | 0,34 CHF | 0,35 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 199 571 CHF | 68 524 CHF | 96,76% | 96,76% |
13/08/2024 | 3,20% | 0,30 CHF | 0,31 CHF | 750 000 | 250 000 | 673 537 | 224 512 | 207 150 CHF | 71 295 CHF | 96,68% | 96,68% |
12/08/2024 | 3,15% | 0,31 CHF | 0,32 CHF | 750 000 | 250 000 | 706 124 | 235 375 | 220 574 CHF | 75 879 CHF | 96,58% | 96,58% |
09/08/2024 | 2,99% | 0,33 CHF | 0,34 CHF | 600 000 | 200 000 | 600 971 | 200 324 | 198 167 CHF | 68 059 CHF | 93,65% | 93,65% |
08/08/2024 | 2,92% | 0,34 CHF | 0,35 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 202 879 CHF | 69 626 CHF | 97,66% | 97,66% |
07/08/2024 | 2,71% | 0,34 CHF | 0,35 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 219 137 CHF | 75 046 CHF | 97,94% | 97,94% |
06/08/2024 | 2,48% | 0,38 CHF | 0,39 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 239 235 CHF | 81 745 CHF | 97,58% | 97,58% |
02/08/2024 | 3,86% | 0,27 CHF | 0,28 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 190 816 CHF | 66 105 CHF | 98,82% | 98,82% |
30/07/2024 | 4,75% | 0,20 CHF | 0,21 CHF | 900 000 | 300 000 | 900 000 | 300 000 | 185 082 CHF | 64 694 CHF | 92,61% | 92,61% |