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 | - | 0,80 CHF | - CHF | 450 000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 95,61% |
14/08/2024 | - | 0,75 CHF | - CHF | 450 000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 99,48% |
13/08/2024 | - | 0,74 CHF | - CHF | 450 000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 94,22% |
12/08/2024 | 1,48% | 0,71 CHF | 0,70 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 301 354 CHF | 101 951 CHF | 86,43% | 99,57% |
09/08/2024 | 1,64% | 0,64 CHF | 0,65 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 272 174 CHF | 92 225 CHF | 95,50% | 95,50% |
08/08/2024 | 1,75% | 0,58 CHF | 0,59 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 255 192 CHF | 86 564 CHF | 96,93% | 96,93% |
07/08/2024 | 1,81% | 0,61 CHF | 0,62 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 246 240 CHF | 83 580 CHF | 95,95% | 95,95% |
06/08/2024 | 1,81% | 0,51 CHF | 0,52 CHF | 450 000 | 150 000 | 334 254 | 111 418 | 181 486 CHF | 61 609 CHF | 83,11% | 83,11% |
02/08/2024 | 1,48% | 0,76 CHF | 0,77 CHF | 450 000 | 150 000 | 235 467 | 78 489 | 159 069 CHF | 53 808 CHF | 36,97% | 95,23% |
30/07/2024 | 1,39% | 0,70 CHF | 0,71 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 321 857 CHF | 108 786 CHF | 26,10% | 99,38% |