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 | 4,62% | 0,21 CHF | 0,22 CHF | 750 000 | 125 000 | 750 000 | 125 000 | 158 638 CHF | 27 690 CHF | 99,16% | 99,16% |
14/08/2024 | 4,43% | 0,21 CHF | 0,22 CHF | 750 000 | 125 000 | 750 000 | 125 000 | 165 654 CHF | 28 859 CHF | 97,42% | 97,42% |
13/08/2024 | 4,87% | 0,20 CHF | 0,21 CHF | 750 000 | 125 000 | 750 000 | 125 000 | 150 284 CHF | 26 297 CHF | 99,16% | 99,16% |
12/08/2024 | 4,91% | 0,21 CHF | 0,22 CHF | 750 000 | 125 000 | 750 000 | 125 000 | 149 142 CHF | 26 107 CHF | 99,16% | 99,16% |
09/08/2024 | 4,99% | 0,19 CHF | 0,20 CHF | 750 000 | 125 000 | 750 000 | 125 000 | 146 543 CHF | 25 674 CHF | 99,16% | 99,16% |
08/08/2024 | 5,39% | 0,19 CHF | 0,20 CHF | 750 000 | 125 000 | 750 000 | 125 000 | 135 507 CHF | 23 835 CHF | 99,16% | 99,16% |
07/08/2024 | 5,57% | 0,18 CHF | 0,19 CHF | 750 000 | 125 000 | 750 000 | 125 000 | 131 086 CHF | 23 098 CHF | 99,17% | 99,17% |
06/08/2024 | 6,45% | 0,16 CHF | 0,17 CHF | 750 000 | 125 000 | 750 000 | 125 000 | 112 688 CHF | 20 031 CHF | 99,14% | 99,14% |
02/08/2024 | 5,37% | 0,17 CHF | 0,18 CHF | 750 000 | 125 000 | 750 000 | 125 000 | 136 049 CHF | 23 925 CHF | 97,76% | 97,76% |
31/07/2024 | 5,07% | 0,20 CHF | 0,21 CHF | 750 000 | 125 000 | 750 000 | 125 000 | 144 247 CHF | 25 291 CHF | 37,87% | 37,87% |