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 | 2,13% | 0,60 CHF | 0,61 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 149 289 CHF | 50 763 CHF | 95,74% | 95,74% |
14/08/2024 | 3,06% | 0,33 CHF | 0,34 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 96 602 CHF | 33 201 CHF | 97,64% | 97,64% |
13/08/2024 | 2,96% | 0,28 CHF | 0,29 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 101 014 CHF | 34 671 CHF | 99,24% | 99,24% |
12/08/2024 | 3,02% | 0,36 CHF | 0,37 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 97 930 CHF | 33 643 CHF | 95,99% | 95,99% |
09/08/2024 | 3,44% | 0,31 CHF | 0,32 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 85 934 CHF | 29 645 CHF | 99,22% | 99,22% |
08/08/2024 | 3,81% | 0,28 CHF | 0,29 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 77 638 CHF | 26 879 CHF | 95,43% | 95,43% |
07/08/2024 | 3,23% | 0,29 CHF | 0,30 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 91 455 CHF | 31 485 CHF | 93,86% | 93,86% |
06/08/2024 | 3,30% | 0,32 CHF | 0,33 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 89 655 CHF | 30 885 CHF | 99,16% | 99,16% |
02/08/2024 | 2,50% | 0,31 CHF | 0,32 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 118 971 CHF | 40 657 CHF | 99,07% | 99,07% |
30/07/2024 | 2,40% | 0,40 CHF | 0,41 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 123 670 CHF | 42 223 CHF | 99,09% | 99,09% |