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 | 450 000 | 150 000 | 450 000 | 150 000 | 141 248 CHF | 48 583 CHF | 99,16% | 99,16% |
14/08/2024 | 3,16% | 0,32 CHF | 0,33 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 140 054 CHF | 48 185 CHF | 97,45% | 97,45% |
13/08/2024 | 3,44% | 0,30 CHF | 0,31 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 128 687 CHF | 44 396 CHF | 99,16% | 99,16% |
12/08/2024 | 3,19% | 0,30 CHF | 0,31 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 138 685 CHF | 47 728 CHF | 99,16% | 99,16% |
09/08/2024 | 3,24% | 0,32 CHF | 0,33 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 136 597 CHF | 47 032 CHF | 99,17% | 99,17% |
08/08/2024 | 3,78% | 0,28 CHF | 0,29 CHF | 450 000 | 150 000 | 454 192 | 151 397 | 118 056 CHF | 40 866 CHF | 99,16% | 99,16% |
07/08/2024 | 3,57% | 0,28 CHF | 0,29 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 124 056 CHF | 42 852 CHF | 99,16% | 99,16% |
06/08/2024 | 3,96% | 0,25 CHF | 0,26 CHF | 600 000 | 200 000 | 571 841 | 190 614 | 141 321 CHF | 49 013 CHF | 99,15% | 99,15% |
02/08/2024 | 2,64% | 0,32 CHF | 0,33 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 169 249 CHF | 57 917 CHF | 97,07% | 97,07% |
31/07/2024 | 2,37% | 0,41 CHF | 0,42 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 187 974 CHF | 64 158 CHF | 38,09% | 38,09% |