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 | 2,14% | 0,41 CHF | 0,42 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 208 758 CHF | 71 086 CHF | 90,38% | 99,27% |
14/08/2024 | 2,13% | 0,48 CHF | 0,49 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 209 271 CHF | 71 257 CHF | 99,59% | 99,70% |
13/08/2024 | 2,22% | 0,45 CHF | 0,46 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 200 327 CHF | 68 276 CHF | 99,72% | 99,72% |
12/08/2024 | 2,17% | 0,44 CHF | 0,45 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 204 964 CHF | 69 821 CHF | 99,13% | 99,13% |
09/08/2024 | 2,19% | 0,47 CHF | 0,48 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 203 595 CHF | 69 365 CHF | 99,72% | 99,72% |
08/08/2024 | 2,31% | 0,45 CHF | 0,46 CHF | 450 000 | 150 000 | 459 429 | 153 143 | 196 950 CHF | 67 181 CHF | 99,72% | 99,72% |
07/08/2024 | 2,32% | 0,45 CHF | 0,46 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 191 775 CHF | 65 425 CHF | 99,49% | 99,49% |
06/08/2024 | 2,53% | 0,41 CHF | 0,42 CHF | 600 000 | 200 000 | 461 586 | 153 862 | 180 956 CHF | 61 857 CHF | 99,40% | 99,40% |
02/08/2024 | 2,14% | 0,45 CHF | 0,46 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 208 324 CHF | 70 941 CHF | 97,00% | 99,09% |
30/07/2024 | 2,58% | 0,39 CHF | 0,40 CHF | 450 000 | 150 000 | 450 340 | 150 113 | 172 105 CHF | 58 870 CHF | 97,39% | 97,39% |