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 | 2,96% | 0,32 CHF | 0,33 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 199 497 CHF | 68 499 CHF | 98,88% | 98,88% |
14/08/2024 | 3,07% | 0,37 CHF | 0,38 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 193 400 CHF | 66 467 CHF | 99,26% | 99,26% |
13/08/2024 | 3,16% | 0,30 CHF | 0,31 CHF | 600 000 | 200 000 | 601 885 | 200 628 | 187 272 CHF | 64 430 CHF | 98,51% | 98,51% |
12/08/2024 | 3,09% | 0,31 CHF | 0,32 CHF | 600 000 | 200 000 | 603 876 | 201 292 | 192 350 CHF | 66 130 CHF | 98,39% | 98,39% |
09/08/2024 | 2,73% | 0,38 CHF | 0,39 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 217 764 CHF | 74 588 CHF | 99,52% | 99,52% |
08/08/2024 | 2,55% | 0,35 CHF | 0,36 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 232 874 CHF | 79 625 CHF | 99,52% | 99,52% |
07/08/2024 | 2,71% | 0,36 CHF | 0,37 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 218 544 CHF | 74 848 CHF | 99,32% | 99,32% |
06/08/2024 | 2,29% | 0,40 CHF | 0,41 CHF | 600 000 | 200 000 | 467 307 | 155 769 | 202 242 CHF | 68 972 CHF | 99,23% | 99,23% |
02/08/2024 | 3,52% | 0,33 CHF | 0,34 CHF | 600 000 | 200 000 | 730 388 | 243 463 | 203 964 CHF | 70 423 CHF | 99,25% | 99,25% |
30/07/2024 | 3,91% | 0,26 CHF | 0,27 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 187 965 CHF | 65 155 CHF | 99,40% | 99,40% |