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 | 1,41% | 0,66 CHF | 0,67 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 354 053 CHF | 71 811 CHF | 99,27% | 99,27% |
14/08/2024 | 1,31% | 0,74 CHF | 0,75 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 378 388 CHF | 76 678 CHF | 99,24% | 99,24% |
13/08/2024 | 1,20% | 0,80 CHF | 0,81 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 413 647 CHF | 83 729 CHF | 99,27% | 99,27% |
12/08/2024 | 1,21% | 0,82 CHF | 0,83 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 410 510 CHF | 83 102 CHF | 99,27% | 99,27% |
09/08/2024 | 1,17% | 0,86 CHF | 0,87 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 426 027 CHF | 86 205 CHF | 99,27% | 99,27% |
08/08/2024 | 1,06% | 0,90 CHF | 0,91 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 471 129 CHF | 95 226 CHF | 99,26% | 99,26% |
07/08/2024 | 1,07% | 0,88 CHF | 0,89 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 465 169 CHF | 94 034 CHF | 99,27% | 99,27% |
06/08/2024 | 0,98% | 1,01 CHF | 1,02 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 508 100 CHF | 102 620 CHF | 99,22% | 99,22% |
02/08/2024 | 1,16% | 0,93 CHF | 0,94 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 431 342 CHF | 87 268 CHF | 99,24% | 99,24% |
31/07/2024 | 1,52% | 0,65 CHF | 0,66 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 327 191 CHF | 66 438 CHF | 37,94% | 37,94% |