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 | 4,76% | 0,20 CHF | 0,21 CHF | 900 000 | 300 000 | 900 000 | 300 000 | 184 587 CHF | 64 529 CHF | 98,91% | 98,91% |
14/08/2024 | 4,84% | 0,23 CHF | 0,24 CHF | 750 000 | 250 000 | 874 847 | 291 616 | 176 295 CHF | 61 681 CHF | 99,63% | 99,63% |
13/08/2024 | 5,01% | 0,18 CHF | 0,19 CHF | 900 000 | 300 000 | 900 000 | 300 000 | 175 293 CHF | 61 431 CHF | 98,73% | 98,73% |
12/08/2024 | 4,79% | 0,19 CHF | 0,20 CHF | 900 000 | 300 000 | 900 000 | 300 000 | 183 483 CHF | 64 161 CHF | 98,30% | 98,30% |
09/08/2024 | 4,14% | 0,25 CHF | 0,26 CHF | 750 000 | 250 000 | 832 450 | 277 483 | 196 968 CHF | 68 431 CHF | 99,41% | 99,41% |
08/08/2024 | 3,82% | 0,23 CHF | 0,24 CHF | 900 000 | 300 000 | 770 954 | 256 985 | 198 091 CHF | 68 600 CHF | 99,31% | 99,31% |
07/08/2024 | 4,12% | 0,23 CHF | 0,24 CHF | 750 000 | 250 000 | 768 357 | 256 119 | 182 655 CHF | 63 446 CHF | 99,47% | 99,47% |
06/08/2024 | 3,28% | 0,27 CHF | 0,28 CHF | 750 000 | 250 000 | 617 219 | 205 740 | 185 470 CHF | 63 881 CHF | 99,18% | 99,18% |
02/08/2024 | 5,67% | 0,22 CHF | 0,23 CHF | 900 000 | 300 000 | 984 239 | 384 239 | 169 556 CHF | 69 678 CHF | 99,26% | 99,26% |
30/07/2024 | 6,43% | 0,16 CHF | 0,17 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 150 543 CHF | 64 217 CHF | 99,40% | 99,40% |