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 | 1,38% | 0,74 CHF | 0,75 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 324 826 CHF | 109 775 CHF | 91,69% | 91,69% |
14/08/2024 | 1,41% | 0,70 CHF | 0,71 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 316 912 CHF | 107 137 CHF | 96,49% | 96,49% |
13/08/2024 | 1,45% | 0,69 CHF | 0,70 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 308 209 CHF | 104 236 CHF | 97,14% | 97,14% |
12/08/2024 | 1,44% | 0,69 CHF | 0,70 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 311 001 CHF | 105 167 CHF | 98,16% | 98,16% |
09/08/2024 | 1,44% | 0,69 CHF | 0,70 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 309 517 CHF | 104 672 CHF | 97,98% | 97,98% |
08/08/2024 | 1,50% | 0,68 CHF | 0,69 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 298 212 CHF | 100 904 CHF | 98,64% | 98,64% |
07/08/2024 | 1,42% | 0,70 CHF | 0,71 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 313 987 CHF | 106 162 CHF | 99,41% | 99,41% |
06/08/2024 | 1,54% | 0,65 CHF | 0,66 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 290 477 CHF | 98 326 CHF | 99,33% | 99,33% |
02/08/2024 | 1,39% | 0,68 CHF | 0,69 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 321 324 CHF | 108 608 CHF | 99,28% | 99,28% |
30/07/2024 | 0,97% | 1,03 CHF | 1,04 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 460 096 CHF | 154 865 CHF | 97,74% | 97,74% |