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 | 3,14% | 0,31 CHF | 0,32 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 78 358 CHF | 32 343 CHF | 99,17% | 99,17% |
14/08/2024 | 3,06% | 0,32 CHF | 0,33 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 80 453 CHF | 33 181 CHF | 97,51% | 97,51% |
13/08/2024 | 2,88% | 0,33 CHF | 0,34 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 85 490 CHF | 35 196 CHF | 99,16% | 99,16% |
12/08/2024 | 2,93% | 0,34 CHF | 0,35 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 84 208 CHF | 34 683 CHF | 99,16% | 99,16% |
09/08/2024 | 2,85% | 0,33 CHF | 0,34 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 86 513 CHF | 35 605 CHF | 99,16% | 99,16% |
08/08/2024 | 2,61% | 0,37 CHF | 0,38 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 94 604 CHF | 38 842 CHF | 99,16% | 99,16% |
07/08/2024 | 2,65% | 0,36 CHF | 0,37 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 93 145 CHF | 38 258 CHF | 99,16% | 99,16% |
06/08/2024 | 2,45% | 0,39 CHF | 0,40 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 100 917 CHF | 41 367 CHF | 99,16% | 99,16% |
02/08/2024 | 3,26% | 0,35 CHF | 0,36 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 75 716 CHF | 31 286 CHF | 97,60% | 97,60% |
31/07/2024 | 3,76% | 0,27 CHF | 0,28 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 65 453 CHF | 27 181 CHF | 37,89% | 37,89% |