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 | 1,32% | 0,76 CHF | 0,77 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 337 958 CHF | 114 153 CHF | 83,78% | 83,78% |
14/08/2024 | 1,37% | 0,73 CHF | 0,74 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 326 306 CHF | 110 269 CHF | 91,15% | 91,15% |
13/08/2024 | 1,60% | 0,66 CHF | 0,67 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 279 679 CHF | 94 726 CHF | 94,68% | 94,68% |
12/08/2024 | 1,45% | 0,65 CHF | 0,66 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 307 729 CHF | 104 076 CHF | 83,10% | 83,10% |
09/08/2024 | 1,43% | 0,68 CHF | 0,69 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 312 493 CHF | 105 664 CHF | 90,28% | 90,28% |
08/08/2024 | 1,51% | 0,71 CHF | 0,72 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 295 616 CHF | 100 039 CHF | 93,38% | 93,38% |
07/08/2024 | 1,50% | 0,74 CHF | 0,75 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 298 001 CHF | 100 834 CHF | 95,38% | 95,38% |
06/08/2024 | 1,54% | 0,67 CHF | 0,68 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 290 382 CHF | 98 294 CHF | 97,57% | 97,57% |
02/08/2024 | 1,19% | 0,76 CHF | 0,77 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 375 914 CHF | 126 805 CHF | 95,87% | 95,87% |
30/07/2024 | 0,92% | 1,11 CHF | 1,12 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 489 500 CHF | 164 667 CHF | 90,46% | 90,46% |