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 | 1,44% | 0,69 CHF | 0,70 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 310 216 CHF | 104 905 CHF | 99,27% | 99,27% |
14/08/2024 | 1,48% | 0,69 CHF | 0,70 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 301 476 CHF | 101 992 CHF | 99,27% | 99,27% |
13/08/2024 | 1,50% | 0,66 CHF | 0,67 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 298 199 CHF | 100 900 CHF | 99,18% | 99,18% |
12/08/2024 | 1,47% | 0,66 CHF | 0,67 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 304 756 CHF | 103 085 CHF | 99,27% | 99,27% |
09/08/2024 | 1,50% | 0,67 CHF | 0,68 CHF | 450 000 | 150 000 | 505 483 | 168 494 | 333 150 CHF | 112 735 CHF | 99,23% | 99,23% |
08/08/2024 | 1,64% | 0,64 CHF | 0,65 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 364 095 CHF | 123 365 CHF | 99,27% | 99,27% |
07/08/2024 | 1,68% | 0,61 CHF | 0,62 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 354 172 CHF | 120 057 CHF | 99,17% | 99,17% |
06/08/2024 | 1,84% | 0,54 CHF | 0,55 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 323 428 CHF | 109 809 CHF | 98,71% | 98,71% |
02/08/2024 | 1,75% | 0,55 CHF | 0,56 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 339 177 CHF | 115 059 CHF | 97,97% | 97,97% |
31/07/2024 | 1,48% | 0,67 CHF | 0,68 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 302 698 CHF | 102 399 CHF | 37,92% | 37,92% |