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 | 3,43% | 0,27 CHF | 0,28 CHF | 900 000 | 300 000 | 900 000 | 300 000 | 258 206 CHF | 89 069 CHF | 97,15% | 97,15% |
14/08/2024 | 3,26% | 0,30 CHF | 0,31 CHF | 900 000 | 300 000 | 899 525 | 299 842 | 271 216 CHF | 93 404 CHF | 92,59% | 92,59% |
13/08/2024 | 3,06% | 0,31 CHF | 0,32 CHF | 900 000 | 300 000 | 900 000 | 300 000 | 290 212 CHF | 99 737 CHF | 99,68% | 99,68% |
12/08/2024 | 3,04% | 0,32 CHF | 0,33 CHF | 900 000 | 300 000 | 900 000 | 300 000 | 291 986 CHF | 100 329 CHF | 97,57% | 97,57% |
09/08/2024 | 2,84% | 0,33 CHF | 0,34 CHF | 900 000 | 300 000 | 896 000 | 298 667 | 311 398 CHF | 106 786 CHF | 99,42% | 99,42% |
08/08/2024 | 2,50% | 0,36 CHF | 0,37 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 296 458 CHF | 101 319 CHF | 99,50% | 99,50% |
07/08/2024 | 2,68% | 0,35 CHF | 0,36 CHF | 750 000 | 250 000 | 751 647 | 250 549 | 276 858 CHF | 94 792 CHF | 99,56% | 99,56% |
06/08/2024 | 2,27% | 0,39 CHF | 0,40 CHF | 750 000 | 250 000 | 617 647 | 205 882 | 268 069 CHF | 91 415 CHF | 99,51% | 99,51% |
02/08/2024 | 2,96% | 0,43 CHF | 0,44 CHF | 750 000 | 250 000 | 846 375 | 282 125 | 282 128 CHF | 96 864 CHF | 99,36% | 99,36% |
30/07/2024 | 3,43% | 0,29 CHF | 0,30 CHF | 900 000 | 300 000 | 900 242 | 300 242 | 257 895 CHF | 89 009 CHF | 99,31% | 99,31% |