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 | 600 000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 97,80% |
14/08/2024 | - | 0,71 CHF | - CHF | 600 000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 95,99% |
13/08/2024 | 1,55% | 0,70 CHF | 0,65 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 383 506 CHF | 129 835 CHF | 1,25% | 95,26% |
12/08/2024 | 1,57% | 0,67 CHF | 0,69 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 380 422 CHF | 128 807 CHF | 91,24% | 98,31% |
09/08/2024 | 1,52% | 0,61 CHF | 0,62 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 392 888 CHF | 132 963 CHF | 95,74% | 95,74% |
08/08/2024 | 1,77% | 0,61 CHF | 0,62 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 337 325 CHF | 114 442 CHF | 94,14% | 94,14% |
07/08/2024 | 1,66% | 0,63 CHF | 0,64 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 358 212 CHF | 121 404 CHF | 97,43% | 97,43% |
06/08/2024 | 1,52% | 0,58 CHF | 0,59 CHF | 600 000 | 200 000 | 457 236 | 152 412 | 298 233 CHF | 100 935 CHF | 92,25% | 92,25% |
02/08/2024 | 1,67% | 0,66 CHF | 0,67 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 357 340 CHF | 121 113 CHF | 90,76% | 90,76% |
30/07/2024 | 1,34% | 0,68 CHF | 0,69 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 444 449 CHF | 150 150 CHF | 95,75% | 95,75% |