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 | 1,49% | 0,67 CHF | 0,68 CHF | 750 000 | 100 000 | 750 000 | 100 000 | 499 561 CHF | 67 608 CHF | 93,48% | 93,48% |
14/08/2024 | 1,50% | 0,67 CHF | 0,68 CHF | 750 000 | 100 000 | 750 000 | 100 000 | 496 501 CHF | 67 200 CHF | 92,92% | 92,92% |
13/08/2024 | 1,49% | 0,68 CHF | 0,69 CHF | 750 000 | 100 000 | 750 000 | 100 000 | 500 604 CHF | 67 747 CHF | 98,90% | 98,90% |
12/08/2024 | 1,52% | 0,65 CHF | 0,66 CHF | 750 000 | 100 000 | 750 000 | 100 000 | 490 749 CHF | 66 433 CHF | 94,60% | 94,60% |
09/08/2024 | 1,58% | 0,64 CHF | 0,65 CHF | 750 000 | 100 000 | 750 000 | 100 000 | 471 233 CHF | 63 831 CHF | 94,03% | 94,03% |
08/08/2024 | 1,57% | 0,63 CHF | 0,64 CHF | 750 000 | 100 000 | 750 000 | 100 000 | 473 799 CHF | 64 173 CHF | 98,89% | 98,89% |
07/08/2024 | 1,58% | 0,62 CHF | 0,63 CHF | 750 000 | 100 000 | 750 000 | 100 000 | 470 968 CHF | 63 796 CHF | 98,58% | 98,58% |
06/08/2024 | 1,54% | 0,64 CHF | 0,65 CHF | 750 000 | 100 000 | 750 000 | 100 000 | 483 163 CHF | 65 422 CHF | 99,20% | 99,20% |
02/08/2024 | 1,88% | 0,52 CHF | 0,53 CHF | 750 000 | 100 000 | 750 000 | 100 000 | 395 071 CHF | 53 676 CHF | 98,30% | 98,30% |
30/07/2024 | 1,53% | 0,66 CHF | 0,67 CHF | 750 000 | 100 000 | 750 000 | 100 000 | 487 565 CHF | 66 009 CHF | 98,23% | 98,23% |