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 | 2,09% | 0,47 CHF | 0,48 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 284 844 CHF | 96 948 CHF | 82,16% | 82,16% |
14/08/2024 | 2,03% | 0,49 CHF | 0,50 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 292 765 CHF | 99 588 CHF | 92,08% | 92,08% |
13/08/2024 | 1,84% | 0,52 CHF | 0,53 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 323 441 CHF | 109 814 CHF | 93,98% | 93,98% |
12/08/2024 | 1,95% | 0,53 CHF | 0,54 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 304 872 CHF | 103 624 CHF | 82,41% | 82,41% |
09/08/2024 | 1,99% | 0,51 CHF | 0,52 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 299 194 CHF | 101 731 CHF | 89,12% | 89,12% |
08/08/2024 | 1,92% | 0,49 CHF | 0,50 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 310 116 CHF | 105 372 CHF | 92,59% | 92,59% |
07/08/2024 | 1,92% | 0,48 CHF | 0,49 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 309 469 CHF | 105 156 CHF | 94,69% | 94,69% |
06/08/2024 | 1,91% | 0,50 CHF | 0,51 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 312 136 CHF | 106 045 CHF | 97,99% | 97,99% |
02/08/2024 | 2,33% | 0,46 CHF | 0,47 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 255 194 CHF | 87 065 CHF | 95,59% | 95,59% |
30/07/2024 | 3,14% | 0,30 CHF | 0,31 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 188 146 CHF | 64 715 CHF | 89,66% | 89,66% |