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 | 3,63% | 0,24 CHF | 0,25 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 81 295 CHF | 28 098 CHF | 99,27% | 99,27% |
14/08/2024 | 3,44% | 0,28 CHF | 0,29 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 85 826 CHF | 29 609 CHF | 99,27% | 99,27% |
13/08/2024 | 2,90% | 0,36 CHF | 0,37 CHF | 225 000 | 75 000 | 266 679 | 88 893 | 90 461 CHF | 31 043 CHF | 99,08% | 99,08% |
12/08/2024 | 3,26% | 0,29 CHF | 0,30 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 90 735 CHF | 31 245 CHF | 99,27% | 99,27% |
09/08/2024 | 2,82% | 0,34 CHF | 0,35 CHF | 300 000 | 100 000 | 297 169 | 99 056 | 103 775 CHF | 35 582 CHF | 99,20% | 99,20% |
08/08/2024 | 2,67% | 0,37 CHF | 0,38 CHF | 300 000 | 100 000 | 521 988 | 91 885 | 192 071 CHF | 34 822 CHF | 99,27% | 99,27% |
07/08/2024 | 3,07% | 0,33 CHF | 0,34 CHF | 1 000 000 | 100 000 | 1 000 000 | 100 000 | 320 679 CHF | 33 068 CHF | 99,22% | 99,22% |
06/08/2024 | 3,14% | 0,32 CHF | 0,33 CHF | 1 000 000 | 100 000 | 1 000 000 | 100 000 | 315 089 CHF | 32 509 CHF | 98,77% | 98,77% |
02/08/2024 | 4,46% | 0,27 CHF | 0,28 CHF | 1 000 000 | 100 000 | 1 000 000 | 100 000 | 220 601 CHF | 23 060 CHF | 98,27% | 98,27% |
30/07/2024 | 6,46% | 0,14 CHF | 0,15 CHF | 1 000 000 | 100 000 | 1 000 000 | 100 000 | 150 688 CHF | 16 069 CHF | 99,27% | 99,27% |