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 | 1,68% | 0,61 CHF | 0,62 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 88 800 CHF | 90 300 CHF | 100,00% | 100,00% |
14/08/2024 | 1,72% | 0,57 CHF | 0,58 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 86 604 CHF | 88 104 CHF | 99,27% | 99,27% |
13/08/2024 | 1,78% | 0,56 CHF | 0,57 CHF | 150 000 | 150 000 | 152 079 | 152 079 | 84 467 CHF | 85 988 CHF | 100,00% | 100,00% |
12/08/2024 | 1,77% | 0,56 CHF | 0,57 CHF | 150 000 | 150 000 | 150 104 | 150 104 | 84 288 CHF | 85 790 CHF | 99,25% | 99,25% |
09/08/2024 | 1,77% | 0,55 CHF | 0,56 CHF | 160 000 | 160 000 | 155 397 | 155 397 | 87 038 CHF | 88 592 CHF | 100,00% | 100,00% |
08/08/2024 | 1,85% | 0,55 CHF | 0,56 CHF | 160 000 | 160 000 | 160 000 | 160 000 | 85 542 CHF | 87 142 CHF | 99,98% | 99,98% |
07/08/2024 | 1,74% | 0,57 CHF | 0,58 CHF | 150 000 | 150 000 | 151 989 | 151 989 | 86 816 CHF | 88 336 CHF | 100,00% | 100,00% |
06/08/2024 | 1,91% | 0,52 CHF | 0,53 CHF | 160 000 | 160 000 | 160 000 | 160 000 | 82 972 CHF | 84 572 CHF | 99,84% | 99,84% |
02/08/2024 | 1,69% | 0,55 CHF | 0,56 CHF | 160 000 | 160 000 | 151 437 | 151 437 | 88 874 CHF | 90 388 CHF | 99,91% | 99,91% |
30/07/2024 | 1,11% | 0,90 CHF | 0,91 CHF | 130 000 | 130 000 | 130 000 | 130 000 | 116 687 CHF | 117 987 CHF | 100,00% | 100,00% |