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 | 3,73% | 0,25 CHF | 0,26 CHF | 450 000 | 450 000 | 450 000 | 450 000 | 118 520 CHF | 123 020 CHF | 99,50% | 99,50% |
14/08/2024 | 3,63% | 0,27 CHF | 0,28 CHF | 450 000 | 450 000 | 450 000 | 450 000 | 121 838 CHF | 126 338 CHF | 99,47% | 99,53% |
13/08/2024 | 3,49% | 0,27 CHF | 0,28 CHF | 450 000 | 450 000 | 450 000 | 450 000 | 126 592 CHF | 131 092 CHF | 99,49% | 99,49% |
12/08/2024 | 3,42% | 0,29 CHF | 0,30 CHF | 450 000 | 450 000 | 450 000 | 450 000 | 129 383 CHF | 133 883 CHF | 99,56% | 99,56% |
09/08/2024 | 3,41% | 0,28 CHF | 0,29 CHF | 400 000 | 400 000 | 400 000 | 400 000 | 115 456 CHF | 119 456 CHF | 99,50% | 99,50% |
08/08/2024 | 3,19% | 0,30 CHF | 0,31 CHF | 400 000 | 400 000 | 400 000 | 400 000 | 123 533 CHF | 127 533 CHF | 99,49% | 99,49% |
07/08/2024 | 3,27% | 0,30 CHF | 0,31 CHF | 400 000 | 400 000 | 400 000 | 400 000 | 120 199 CHF | 124 199 CHF | 99,53% | 99,53% |
06/08/2024 | 3,14% | 0,30 CHF | 0,31 CHF | 350 000 | 350 000 | 350 000 | 350 000 | 109 616 CHF | 113 116 CHF | 99,40% | 99,51% |
02/08/2024 | 3,27% | 0,31 CHF | 0,32 CHF | 450 000 | 450 000 | 450 000 | 450 000 | 135 278 CHF | 139 778 CHF | 99,51% | 99,51% |
30/07/2024 | 3,56% | 0,28 CHF | 0,29 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 138 027 CHF | 143 027 CHF | 99,51% | 99,51% |