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 | 2,49% | 0,39 CHF | 0,40 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 238 078 CHF | 81 359 CHF | 98,85% | 98,85% |
14/08/2024 | 2,34% | 0,37 CHF | 0,38 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 254 124 CHF | 86 708 CHF | 99,55% | 99,55% |
13/08/2024 | 2,15% | 0,46 CHF | 0,47 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 275 718 CHF | 93 906 CHF | 98,53% | 98,53% |
12/08/2024 | 2,07% | 0,47 CHF | 0,48 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 287 126 CHF | 97 709 CHF | 98,26% | 98,26% |
09/08/2024 | 2,18% | 0,42 CHF | 0,43 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 272 645 CHF | 92 882 CHF | 99,21% | 99,21% |
08/08/2024 | 2,26% | 0,47 CHF | 0,48 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 263 601 CHF | 89 867 CHF | 99,43% | 99,43% |
07/08/2024 | 2,25% | 0,45 CHF | 0,46 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 264 231 CHF | 90 077 CHF | 99,37% | 99,37% |
06/08/2024 | 2,12% | 0,42 CHF | 0,43 CHF | 600 000 | 200 000 | 467 306 | 155 769 | 216 398 CHF | 73 690 CHF | 99,17% | 99,17% |
02/08/2024 | 1,78% | 0,55 CHF | 0,56 CHF | 450 000 | 150 000 | 452 076 | 150 692 | 251 896 CHF | 85 472 CHF | 99,23% | 99,23% |
30/07/2024 | 1,58% | 0,61 CHF | 0,62 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 283 316 CHF | 95 939 CHF | 99,37% | 99,37% |