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 | 3,40% | 0,29 CHF | 0,30 CHF | 750 000 | 125 000 | 750 000 | 125 000 | 216 683 CHF | 37 364 CHF | 99,16% | 99,16% |
14/08/2024 | 3,31% | 0,29 CHF | 0,30 CHF | 750 000 | 125 000 | 750 000 | 125 000 | 223 132 CHF | 38 439 CHF | 97,42% | 97,42% |
13/08/2024 | 3,59% | 0,27 CHF | 0,28 CHF | 750 000 | 125 000 | 750 000 | 125 000 | 205 212 CHF | 35 452 CHF | 99,16% | 99,16% |
12/08/2024 | 3,65% | 0,28 CHF | 0,29 CHF | 750 000 | 125 000 | 750 000 | 125 000 | 201 651 CHF | 34 858 CHF | 99,16% | 99,16% |
09/08/2024 | 3,68% | 0,26 CHF | 0,27 CHF | 750 000 | 125 000 | 750 000 | 125 000 | 200 007 CHF | 34 585 CHF | 99,16% | 99,16% |
08/08/2024 | 3,91% | 0,27 CHF | 0,28 CHF | 750 000 | 125 000 | 750 000 | 125 000 | 188 080 CHF | 32 597 CHF | 99,16% | 99,16% |
07/08/2024 | 4,07% | 0,25 CHF | 0,26 CHF | 750 000 | 125 000 | 750 000 | 125 000 | 180 592 CHF | 31 349 CHF | 99,17% | 99,17% |
06/08/2024 | 4,58% | 0,22 CHF | 0,23 CHF | 750 000 | 125 000 | 750 000 | 125 000 | 160 043 CHF | 27 924 CHF | 99,14% | 99,14% |
02/08/2024 | 3,91% | 0,24 CHF | 0,25 CHF | 750 000 | 125 000 | 750 000 | 125 000 | 188 135 CHF | 32 606 CHF | 97,75% | 97,75% |
31/07/2024 | 3,70% | 0,27 CHF | 0,28 CHF | 750 000 | 125 000 | 750 000 | 125 000 | 198 934 CHF | 34 406 CHF | 37,86% | 37,86% |