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 | 3,07% | 0,33 CHF | 0,34 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 240 328 CHF | 82 609 CHF | 97,16% | 97,16% |
14/08/2024 | 3,06% | 0,30 CHF | 0,31 CHF | 900 000 | 300 000 | 770 004 | 256 668 | 247 262 CHF | 84 987 CHF | 92,60% | 92,60% |
13/08/2024 | 3,06% | 0,32 CHF | 0,33 CHF | 750 000 | 250 000 | 807 908 | 269 303 | 259 562 CHF | 89 214 CHF | 99,59% | 99,59% |
12/08/2024 | 3,02% | 0,32 CHF | 0,33 CHF | 900 000 | 300 000 | 760 891 | 253 630 | 248 012 CHF | 85 207 CHF | 97,44% | 97,44% |
09/08/2024 | 2,99% | 0,33 CHF | 0,34 CHF | 750 000 | 250 000 | 796 820 | 265 607 | 262 457 CHF | 90 142 CHF | 99,57% | 99,57% |
08/08/2024 | 3,35% | 0,32 CHF | 0,33 CHF | 900 000 | 300 000 | 890 213 | 296 738 | 261 778 CHF | 90 227 CHF | 99,35% | 99,35% |
07/08/2024 | 3,18% | 0,32 CHF | 0,33 CHF | 900 000 | 300 000 | 879 920 | 293 307 | 272 178 CHF | 93 659 CHF | 99,49% | 99,49% |
06/08/2024 | 3,41% | 0,30 CHF | 0,31 CHF | 900 000 | 300 000 | 701 001 | 233 667 | 203 093 CHF | 70 034 CHF | 99,27% | 99,27% |
02/08/2024 | 3,14% | 0,27 CHF | 0,28 CHF | 900 000 | 300 000 | 795 474 | 265 158 | 249 266 CHF | 85 740 CHF | 99,48% | 99,48% |
30/07/2024 | 2,63% | 0,37 CHF | 0,38 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 281 149 CHF | 96 216 CHF | 99,28% | 99,28% |