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 | 0,97% | 1,16 CHF | 1,17 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 308 689 CHF | 103 896 CHF | 98,53% | 98,53% |
14/08/2024 | 1,01% | 0,97 CHF | 0,98 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 294 628 CHF | 99 209 CHF | 99,52% | 99,52% |
13/08/2024 | 1,09% | 0,91 CHF | 0,92 CHF | 300 000 | 100 000 | 300 022 | 100 007 | 274 413 CHF | 92 471 CHF | 99,23% | 99,23% |
12/08/2024 | 1,06% | 0,93 CHF | 0,94 CHF | 300 000 | 100 000 | 306 624 | 102 208 | 286 225 CHF | 96 430 CHF | 99,43% | 99,43% |
09/08/2024 | 1,09% | 0,93 CHF | 0,94 CHF | 300 000 | 100 000 | 441 487 | 147 162 | 402 355 CHF | 135 590 CHF | 99,58% | 99,58% |
08/08/2024 | 1,19% | 0,86 CHF | 0,87 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 376 804 CHF | 127 101 CHF | 99,31% | 99,31% |
07/08/2024 | 1,14% | 0,91 CHF | 0,92 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 392 764 CHF | 132 421 CHF | 99,21% | 99,21% |
06/08/2024 | 1,21% | 0,82 CHF | 0,83 CHF | 450 000 | 150 000 | 350 455 | 116 818 | 288 158 CHF | 97 221 CHF | 99,12% | 99,12% |
02/08/2024 | 1,06% | 0,88 CHF | 0,89 CHF | 450 000 | 150 000 | 186 470 | 62 157 | 171 229 CHF | 57 698 CHF | 99,30% | 99,30% |
30/07/2024 | 0,69% | 1,38 CHF | 1,39 CHF | 300 000 | 100 000 | 265 375 | 88 458 | 385 103 CHF | 129 252 CHF | 98,64% | 98,64% |