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 | 4,58% | 0,23 CHF | 0,24 CHF | 900 000 | 300 000 | 900 000 | 300 000 | 192 028 CHF | 67 009 CHF | 99,52% | 99,52% |
14/08/2024 | 4,70% | 0,20 CHF | 0,21 CHF | 900 000 | 300 000 | 900 000 | 300 000 | 187 023 CHF | 65 341 CHF | 99,72% | 99,72% |
13/08/2024 | 4,68% | 0,21 CHF | 0,22 CHF | 900 000 | 300 000 | 900 000 | 300 000 | 187 821 CHF | 65 607 CHF | 99,50% | 99,50% |
12/08/2024 | 4,86% | 0,21 CHF | 0,22 CHF | 900 000 | 300 000 | 907 410 | 307 410 | 182 292 CHF | 64 795 CHF | 99,56% | 99,56% |
09/08/2024 | 4,34% | 0,20 CHF | 0,21 CHF | 900 000 | 300 000 | 900 000 | 300 000 | 203 175 CHF | 70 725 CHF | 99,55% | 99,55% |
08/08/2024 | 4,39% | 0,23 CHF | 0,24 CHF | 900 000 | 300 000 | 900 000 | 300 000 | 200 467 CHF | 69 822 CHF | 99,54% | 99,54% |
07/08/2024 | 4,36% | 0,23 CHF | 0,24 CHF | 900 000 | 300 000 | 900 000 | 300 000 | 202 052 CHF | 70 351 CHF | 99,21% | 99,21% |
06/08/2024 | 4,31% | 0,23 CHF | 0,24 CHF | 900 000 | 300 000 | 700 405 | 233 468 | 159 900 CHF | 55 635 CHF | 98,98% | 98,98% |
02/08/2024 | 4,70% | 0,24 CHF | 0,25 CHF | 900 000 | 300 000 | 954 568 | 354 568 | 198 800 CHF | 77 052 CHF | 99,45% | 99,45% |
30/07/2024 | 5,66% | 0,18 CHF | 0,19 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 171 895 CHF | 72 758 CHF | 96,22% | 96,22% |