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 | 2,30% | 0,42 CHF | 0,43 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 193 461 CHF | 65 987 CHF | 91,86% | 91,86% |
14/08/2024 | 2,12% | 0,44 CHF | 0,45 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 212 297 CHF | 72 266 CHF | 96,64% | 96,64% |
13/08/2024 | 1,91% | 0,53 CHF | 0,54 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 232 796 CHF | 79 099 CHF | 96,77% | 96,77% |
12/08/2024 | 1,92% | 0,52 CHF | 0,53 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 232 288 CHF | 78 929 CHF | 96,30% | 96,30% |
09/08/2024 | 2,01% | 0,49 CHF | 0,50 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 221 524 CHF | 75 341 CHF | 93,74% | 93,74% |
08/08/2024 | 2,06% | 0,48 CHF | 0,49 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 215 988 CHF | 73 496 CHF | 94,80% | 94,80% |
07/08/2024 | 2,29% | 0,47 CHF | 0,48 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 195 281 CHF | 66 594 CHF | 98,02% | 98,02% |
06/08/2024 | 2,50% | 0,41 CHF | 0,42 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 177 791 CHF | 60 764 CHF | 97,75% | 97,75% |
02/08/2024 | 1,61% | 0,59 CHF | 0,60 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 277 282 CHF | 93 927 CHF | 98,77% | 98,77% |
30/07/2024 | 1,36% | 0,73 CHF | 0,74 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 328 735 CHF | 111 078 CHF | 92,38% | 92,38% |