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 | 1,22% | 0,85 CHF | 0,86 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 365 981 CHF | 123 494 CHF | 84,38% | 84,38% |
14/08/2024 | 1,33% | 0,76 CHF | 0,77 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 334 944 CHF | 113 148 CHF | 91,72% | 91,72% |
13/08/2024 | 1,39% | 0,72 CHF | 0,73 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 322 605 CHF | 109 035 CHF | 94,24% | 94,24% |
12/08/2024 | 1,38% | 0,71 CHF | 0,72 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 322 759 CHF | 109 086 CHF | 93,85% | 93,85% |
09/08/2024 | 1,44% | 0,70 CHF | 0,71 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 310 395 CHF | 104 965 CHF | 96,22% | 96,22% |
08/08/2024 | 1,50% | 0,68 CHF | 0,69 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 297 187 CHF | 100 562 CHF | 98,73% | 98,73% |
07/08/2024 | 1,72% | 0,60 CHF | 0,61 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 259 183 CHF | 87 894 CHF | 92,47% | 92,47% |
06/08/2024 | 1,86% | 0,52 CHF | 0,53 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 239 587 CHF | 81 362 CHF | 98,31% | 98,31% |
02/08/2024 | 1,54% | 0,62 CHF | 0,63 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 290 532 CHF | 98 344 CHF | 98,21% | 98,21% |
30/07/2024 | 1,21% | 0,84 CHF | 0,85 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 247 106 CHF | 83 369 CHF | 89,33% | 89,33% |