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 | 4,13% | 0,22 CHF | 0,23 CHF | 1 000 000 | 400 000 | 967 920 | 367 920 | 229 704 CHF | 90 904 CHF | 97,33% | 97,33% |
14/08/2024 | 3,90% | 0,25 CHF | 0,26 CHF | 900 000 | 300 000 | 917 811 | 317 811 | 230 668 CHF | 83 035 CHF | 92,58% | 92,58% |
13/08/2024 | 3,64% | 0,26 CHF | 0,27 CHF | 900 000 | 300 000 | 902 795 | 302 795 | 243 560 CHF | 84 692 CHF | 99,57% | 99,57% |
12/08/2024 | 3,63% | 0,27 CHF | 0,28 CHF | 900 000 | 300 000 | 901 518 | 301 518 | 244 046 CHF | 84 627 CHF | 97,56% | 97,56% |
09/08/2024 | 3,34% | 0,28 CHF | 0,29 CHF | 900 000 | 300 000 | 900 000 | 300 000 | 264 953 CHF | 91 318 CHF | 99,43% | 99,43% |
08/08/2024 | 2,92% | 0,31 CHF | 0,32 CHF | 900 000 | 300 000 | 899 826 | 299 942 | 304 494 CHF | 104 497 CHF | 99,49% | 99,49% |
07/08/2024 | 3,14% | 0,30 CHF | 0,31 CHF | 900 000 | 300 000 | 900 000 | 300 000 | 282 522 CHF | 97 174 CHF | 99,54% | 99,54% |
06/08/2024 | 2,62% | 0,33 CHF | 0,34 CHF | 900 000 | 300 000 | 647 778 | 215 926 | 241 994 CHF | 82 824 CHF | 99,05% | 99,05% |
02/08/2024 | 3,54% | 0,37 CHF | 0,38 CHF | 750 000 | 250 000 | 886 711 | 295 570 | 247 790 CHF | 85 552 CHF | 99,26% | 99,26% |
30/07/2024 | 4,13% | 0,24 CHF | 0,25 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 237 049 CHF | 98 820 CHF | 99,26% | 99,26% |