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 | 2,20% | 0,45 CHF | 0,46 CHF | 600 000 | 75 000 | 600 000 | 75 000 | 269 917 CHF | 34 490 CHF | 99,16% | 99,16% |
14/08/2024 | 2,12% | 0,45 CHF | 0,46 CHF | 600 000 | 75 000 | 600 000 | 75 000 | 280 185 CHF | 35 773 CHF | 97,42% | 97,42% |
13/08/2024 | 2,32% | 0,43 CHF | 0,44 CHF | 750 000 | 75 000 | 744 320 | 75 000 | 316 949 CHF | 32 693 CHF | 99,16% | 99,16% |
12/08/2024 | 2,35% | 0,44 CHF | 0,45 CHF | 600 000 | 75 000 | 743 405 | 75 000 | 313 195 CHF | 32 360 CHF | 99,16% | 99,16% |
09/08/2024 | 2,38% | 0,39 CHF | 0,40 CHF | 750 000 | 75 000 | 750 000 | 75 000 | 311 824 CHF | 31 932 CHF | 99,16% | 99,16% |
08/08/2024 | 2,58% | 0,41 CHF | 0,42 CHF | 750 000 | 75 000 | 750 000 | 75 000 | 286 657 CHF | 29 416 CHF | 99,16% | 99,16% |
07/08/2024 | 2,66% | 0,38 CHF | 0,39 CHF | 750 000 | 75 000 | 750 000 | 75 000 | 278 073 CHF | 28 557 CHF | 99,16% | 99,16% |
06/08/2024 | 3,05% | 0,34 CHF | 0,35 CHF | 750 000 | 75 000 | 750 000 | 75 000 | 242 287 CHF | 24 979 CHF | 99,15% | 99,15% |
02/08/2024 | 2,57% | 0,37 CHF | 0,38 CHF | 750 000 | 75 000 | 750 000 | 75 000 | 287 896 CHF | 29 540 CHF | 97,76% | 97,76% |
31/07/2024 | 2,45% | 0,41 CHF | 0,42 CHF | 750 000 | 75 000 | 750 000 | 75 000 | 302 043 CHF | 30 954 CHF | 37,86% | 37,86% |