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 | 1,70% | 0,61 CHF | 0,62 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 291 598 CHF | 59 320 CHF | 99,27% | 99,27% |
14/08/2024 | 1,84% | 0,55 CHF | 0,56 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 268 915 CHF | 54 783 CHF | 99,26% | 99,26% |
13/08/2024 | 2,03% | 0,50 CHF | 0,51 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 244 274 CHF | 49 855 CHF | 99,27% | 99,27% |
12/08/2024 | 2,08% | 0,48 CHF | 0,49 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 238 429 CHF | 48 686 CHF | 99,27% | 99,27% |
09/08/2024 | 2,14% | 0,45 CHF | 0,46 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 230 784 CHF | 47 157 CHF | 99,26% | 99,26% |
08/08/2024 | 2,33% | 0,44 CHF | 0,45 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 211 780 CHF | 43 356 CHF | 99,26% | 99,26% |
07/08/2024 | 2,20% | 0,46 CHF | 0,47 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 224 837 CHF | 45 967 CHF | 99,26% | 99,26% |
06/08/2024 | 2,51% | 0,40 CHF | 0,41 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 197 103 CHF | 40 421 CHF | 99,25% | 99,25% |
02/08/2024 | 2,22% | 0,44 CHF | 0,45 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 222 522 CHF | 45 505 CHF | 99,24% | 99,24% |
31/07/2024 | 1,93% | 0,51 CHF | 0,52 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 256 902 CHF | 52 380 CHF | 37,94% | 37,94% |