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 | 1,01% | 1,05 CHF | 1,06 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 592 659 CHF | 199 553 CHF | 99,27% | 99,27% |
14/08/2024 | 1,08% | 0,95 CHF | 0,96 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 554 662 CHF | 186 887 CHF | 99,26% | 99,26% |
13/08/2024 | 1,18% | 0,88 CHF | 0,89 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 506 708 CHF | 170 903 CHF | 99,17% | 99,17% |
12/08/2024 | 1,17% | 0,85 CHF | 0,86 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 511 027 CHF | 172 342 CHF | 99,27% | 99,27% |
09/08/2024 | 1,20% | 0,82 CHF | 0,83 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 497 874 CHF | 167 958 CHF | 99,23% | 99,23% |
08/08/2024 | 1,35% | 0,78 CHF | 0,79 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 441 228 CHF | 149 076 CHF | 99,26% | 99,26% |
07/08/2024 | 1,33% | 0,80 CHF | 0,81 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 447 510 CHF | 151 170 CHF | 99,17% | 99,17% |
06/08/2024 | 1,45% | 0,67 CHF | 0,68 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 409 919 CHF | 138 640 CHF | 98,67% | 98,67% |
02/08/2024 | 1,18% | 0,77 CHF | 0,78 CHF | 600 000 | 200 000 | 600 000 | 199 971 | 506 638 CHF | 170 857 CHF | 97,91% | 97,91% |
31/07/2024 | 0,92% | 1,09 CHF | 1,10 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 652 714 CHF | 219 571 CHF | 37,90% | 37,90% |