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 | 2,00% | 0,55 CHF | 0,56 CHF | 600 000 | 200 000 | 629 445 | 209 815 | 311 551 CHF | 105 948 CHF | 97,94% | 97,94% |
14/08/2024 | 2,03% | 0,46 CHF | 0,47 CHF | 750 000 | 250 000 | 713 548 | 237 856 | 346 918 CHF | 118 021 CHF | 97,59% | 97,59% |
13/08/2024 | 2,25% | 0,46 CHF | 0,47 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 329 468 CHF | 112 323 CHF | 95,39% | 95,39% |
12/08/2024 | 2,47% | 0,43 CHF | 0,44 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 300 125 CHF | 102 542 CHF | 96,96% | 96,96% |
09/08/2024 | 2,35% | 0,38 CHF | 0,39 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 315 757 CHF | 107 752 CHF | 97,63% | 97,63% |
08/08/2024 | 2,88% | 0,39 CHF | 0,40 CHF | 750 000 | 250 000 | 749 905 | 250 000 | 257 496 CHF | 88 344 CHF | 96,29% | 96,29% |
07/08/2024 | 2,63% | 0,41 CHF | 0,42 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 282 003 CHF | 96 501 CHF | 98,11% | 98,11% |
06/08/2024 | 2,28% | 0,37 CHF | 0,38 CHF | 750 000 | 250 000 | 609 381 | 203 127 | 263 685 CHF | 89 926 CHF | 93,68% | 93,68% |
02/08/2024 | 2,66% | 0,43 CHF | 0,44 CHF | 750 000 | 250 000 | 750 000 | 249 922 | 279 136 CHF | 95 513 CHF | 89,29% | 89,29% |
30/07/2024 | 1,95% | 0,46 CHF | 0,47 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 304 362 CHF | 103 454 CHF | 96,50% | 96,50% |