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 | 4,71% | 0,20 CHF | 0,21 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 124 418 CHF | 43 473 CHF | 93,82% | 93,82% |
14/08/2024 | 4,69% | 0,21 CHF | 0,22 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 124 883 CHF | 43 628 CHF | 93,03% | 93,03% |
13/08/2024 | 4,49% | 0,23 CHF | 0,24 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 130 597 CHF | 45 532 CHF | 99,19% | 99,19% |
12/08/2024 | 4,78% | 0,20 CHF | 0,21 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 122 482 CHF | 42 828 CHF | 95,03% | 95,03% |
09/08/2024 | 5,22% | 0,19 CHF | 0,20 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 112 052 CHF | 39 351 CHF | 95,39% | 95,39% |
08/08/2024 | 4,98% | 0,19 CHF | 0,20 CHF | 600 000 | 200 000 | 615 920 | 205 307 | 120 573 CHF | 42 244 CHF | 99,38% | 99,38% |
07/08/2024 | 5,05% | 0,18 CHF | 0,19 CHF | 750 000 | 250 000 | 636 057 | 212 019 | 122 624 CHF | 42 995 CHF | 99,02% | 99,02% |
06/08/2024 | 4,45% | 0,21 CHF | 0,22 CHF | 600 000 | 200 000 | 611 820 | 203 940 | 134 745 CHF | 46 954 CHF | 98,43% | 98,43% |
02/08/2024 | 7,94% | 0,12 CHF | 0,13 CHF | 900 000 | 300 000 | 906 717 | 312 536 | 110 428 CHF | 40 977 CHF | 99,54% | 99,54% |
30/07/2024 | 4,48% | 0,23 CHF | 0,24 CHF | 600 000 | 200 000 | 635 671 | 211 890 | 138 565 CHF | 48 307 CHF | 98,63% | 98,63% |