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 | 4,75% | 0,21 CHF | 0,22 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 123 537 CHF | 43 179 CHF | 99,17% | 99,17% |
14/08/2024 | 4,12% | 0,21 CHF | 0,22 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 143 064 CHF | 49 688 CHF | 96,57% | 96,57% |
13/08/2024 | 3,54% | 0,26 CHF | 0,27 CHF | 600 000 | 200 000 | 483 859 | 161 286 | 133 988 CHF | 46 276 CHF | 99,16% | 99,16% |
12/08/2024 | 3,40% | 0,28 CHF | 0,29 CHF | 450 000 | 150 000 | 450 229 | 150 076 | 130 282 CHF | 44 928 CHF | 99,16% | 99,16% |
09/08/2024 | 3,29% | 0,28 CHF | 0,29 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 134 659 CHF | 46 386 CHF | 99,17% | 99,17% |
08/08/2024 | 2,69% | 0,33 CHF | 0,34 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 166 560 CHF | 57 020 CHF | 99,16% | 99,16% |
07/08/2024 | 3,61% | 0,29 CHF | 0,30 CHF | 450 000 | 150 000 | 536 203 | 178 734 | 145 584 CHF | 50 315 CHF | 99,16% | 99,16% |
06/08/2024 | 2,83% | 0,35 CHF | 0,36 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 157 001 CHF | 53 834 CHF | 99,15% | 99,15% |
02/08/2024 | 4,58% | 0,22 CHF | 0,23 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 128 256 CHF | 44 752 CHF | 96,89% | 96,89% |
31/07/2024 | 5,48% | 0,17 CHF | 0,18 CHF | 750 000 | 250 000 | 718 000 | 239 333 | 127 270 CHF | 44 817 CHF | 39,28% | 39,28% |