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 | 1,23% | 0,84 CHF | 0,85 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 242 687 CHF | 81 896 CHF | 97,27% | 97,27% |
14/08/2024 | 1,32% | 0,76 CHF | 0,77 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 225 540 CHF | 76 180 CHF | 99,32% | 99,32% |
13/08/2024 | 1,37% | 0,73 CHF | 0,74 CHF | 300 000 | 100 000 | 358 497 | 119 499 | 259 553 CHF | 87 713 CHF | 99,70% | 99,70% |
12/08/2024 | 1,36% | 0,72 CHF | 0,73 CHF | 300 000 | 100 000 | 348 690 | 116 230 | 253 504 CHF | 85 664 CHF | 99,12% | 99,12% |
09/08/2024 | 1,32% | 0,77 CHF | 0,78 CHF | 300 000 | 100 000 | 388 414 | 129 471 | 291 947 CHF | 98 611 CHF | 99,73% | 99,73% |
08/08/2024 | 1,46% | 0,70 CHF | 0,71 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 306 955 CHF | 103 818 CHF | 99,74% | 99,74% |
07/08/2024 | 1,49% | 0,69 CHF | 0,70 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 300 622 CHF | 101 707 CHF | 99,54% | 99,54% |
06/08/2024 | 1,65% | 0,60 CHF | 0,61 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 270 868 CHF | 91 789 CHF | 98,52% | 98,52% |
02/08/2024 | 1,34% | 0,71 CHF | 0,72 CHF | 450 000 | 150 000 | 449 902 | 149 967 | 334 462 CHF | 112 987 CHF | 99,28% | 99,28% |
30/07/2024 | 1,27% | 0,80 CHF | 0,81 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 352 856 CHF | 119 119 CHF | 98,68% | 98,68% |