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 | 1,55% | 0,77 CHF | 0,78 CHF | 450 000 | 150 000 | 591 312 | 197 104 | 379 839 CHF | 128 584 CHF | 98,08% | 98,08% |
14/08/2024 | 1,81% | 0,61 CHF | 0,62 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 329 203 CHF | 111 734 CHF | 95,17% | 95,17% |
13/08/2024 | 2,08% | 0,50 CHF | 0,51 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 285 802 CHF | 97 267 CHF | 96,39% | 96,39% |
12/08/2024 | 2,29% | 0,49 CHF | 0,50 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 259 851 CHF | 88 617 CHF | 97,55% | 97,55% |
09/08/2024 | 2,33% | 0,45 CHF | 0,46 CHF | 600 000 | 200 000 | 600 134 | 200 045 | 255 182 CHF | 87 061 CHF | 96,82% | 96,82% |
08/08/2024 | 3,08% | 0,37 CHF | 0,38 CHF | 600 000 | 200 000 | 704 974 | 234 991 | 225 177 CHF | 77 409 CHF | 91,57% | 91,57% |
07/08/2024 | 2,54% | 0,38 CHF | 0,39 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 234 187 CHF | 80 063 CHF | 95,74% | 95,74% |
06/08/2024 | 2,34% | 0,35 CHF | 0,36 CHF | 600 000 | 200 000 | 461 725 | 153 908 | 193 768 CHF | 66 128 CHF | 92,58% | 92,58% |
02/08/2024 | 1,77% | 0,51 CHF | 0,52 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 337 530 CHF | 114 510 CHF | 98,85% | 98,85% |
30/07/2024 | 1,14% | 0,77 CHF | 0,78 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 393 343 CHF | 132 614 CHF | 99,18% | 99,18% |