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 | 2,41% | 0,39 CHF | 0,40 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 184 899 CHF | 63 133 CHF | 98,13% | 98,13% |
14/08/2024 | 2,29% | 0,36 CHF | 0,37 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 197 792 CHF | 67 431 CHF | 98,18% | 98,18% |
13/08/2024 | 1,84% | 0,54 CHF | 0,55 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 242 476 CHF | 82 325 CHF | 98,39% | 98,39% |
12/08/2024 | 1,93% | 0,55 CHF | 0,56 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 230 703 CHF | 78 401 CHF | 94,11% | 94,11% |
09/08/2024 | 1,97% | 0,49 CHF | 0,50 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 225 998 CHF | 76 833 CHF | 96,24% | 96,24% |
08/08/2024 | 2,09% | 0,49 CHF | 0,50 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 213 581 CHF | 72 694 CHF | 97,66% | 97,66% |
07/08/2024 | 2,13% | 0,50 CHF | 0,51 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 210 255 CHF | 71 585 CHF | 98,57% | 98,57% |
06/08/2024 | 2,42% | 0,41 CHF | 0,42 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 184 239 CHF | 62 913 CHF | 98,74% | 98,74% |
02/08/2024 | 1,85% | 0,48 CHF | 0,49 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 243 942 CHF | 82 814 CHF | 98,23% | 98,23% |
30/07/2024 | 1,39% | 0,73 CHF | 0,74 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 322 622 CHF | 109 041 CHF | 96,28% | 96,28% |