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 | 3,44% | 0,35 CHF | 0,32 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 85 848 CHF | 29 616 CHF | 12,34% | 97,32% |
14/08/2024 | 3,44% | 0,26 CHF | 0,27 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 86 108 CHF | 29 703 CHF | 92,59% | 92,59% |
13/08/2024 | 3,64% | 0,27 CHF | 0,28 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 81 128 CHF | 28 043 CHF | 99,53% | 99,53% |
12/08/2024 | 3,73% | 0,25 CHF | 0,26 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 78 967 CHF | 27 322 CHF | 97,60% | 97,60% |
09/08/2024 | 3,75% | 0,28 CHF | 0,29 CHF | 300 000 | 100 000 | 396 822 | 132 274 | 103 500 CHF | 35 823 CHF | 99,34% | 99,34% |
08/08/2024 | 5,31% | 0,25 CHF | 0,26 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 84 798 CHF | 29 766 CHF | 99,45% | 99,45% |
07/08/2024 | 4,04% | 0,26 CHF | 0,27 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 109 393 CHF | 37 964 CHF | 99,60% | 99,60% |
06/08/2024 | 5,21% | 0,21 CHF | 0,22 CHF | 450 000 | 150 000 | 369 304 | 123 101 | 70 207 CHF | 24 633 CHF | 98,74% | 98,74% |
02/08/2024 | 3,39% | 0,19 CHF | 0,20 CHF | 450 000 | 150 000 | 397 333 | 132 444 | 116 562 CHF | 40 179 CHF | 99,07% | 99,07% |
30/07/2024 | 2,24% | 0,44 CHF | 0,45 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 133 145 CHF | 45 382 CHF | 99,28% | 99,28% |