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 | 1,84% | 0,56 CHF | 0,57 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 323 259 CHF | 109 753 CHF | 99,15% | 99,15% |
14/08/2024 | 1,94% | 0,51 CHF | 0,52 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 306 847 CHF | 104 282 CHF | 96,57% | 96,57% |
13/08/2024 | 2,10% | 0,49 CHF | 0,50 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 282 379 CHF | 96 126 CHF | 99,15% | 99,15% |
12/08/2024 | 1,96% | 0,49 CHF | 0,50 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 302 722 CHF | 102 907 CHF | 99,15% | 99,15% |
09/08/2024 | 1,93% | 0,52 CHF | 0,53 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 307 839 CHF | 104 613 CHF | 99,15% | 99,15% |
08/08/2024 | 2,23% | 0,48 CHF | 0,49 CHF | 600 000 | 200 000 | 702 991 | 234 330 | 310 624 CHF | 105 885 CHF | 99,15% | 99,15% |
07/08/2024 | 2,11% | 0,50 CHF | 0,51 CHF | 600 000 | 200 000 | 602 960 | 200 987 | 283 588 CHF | 96 539 CHF | 99,15% | 99,15% |
06/08/2024 | 2,42% | 0,42 CHF | 0,43 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 306 626 CHF | 104 709 CHF | 99,12% | 99,12% |
02/08/2024 | 1,87% | 0,47 CHF | 0,48 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 318 451 CHF | 108 150 CHF | 96,93% | 96,93% |
31/07/2024 | 1,65% | 0,61 CHF | 0,62 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 360 629 CHF | 122 210 CHF | 39,32% | 39,32% |